Simple Proof of the Law of Iterated Logarithm in Probability

Series: 
SIAM Student Seminar
Friday, January 30, 2009 - 12:30
2 hours
Location: 
Skiles 269
,  
School of Mathematics, Georgia Tech
I plan to give a simple proof of the law of iterated logarithm in probability, which is a famous conclusion relative to strong law of large number, and in the proof I will cover the definition of some important notations in probability such as Moment generating function and large deviations, the proof is basically from Billingsley's book and I made some.