Journal of Applied Mathematics and Stochastic Analysis 
Volume 3 (1990), Issue 2, Pages 135-140
doi:10.1155/S1048953390000119

On the nonexistence of a law of the iterated logarithm for weighted sums of identically distributed random variables

André Adler

Illinois Institute of Technology, Chicago 60616, IL, USA

Received 1 January 1989; Revised 1 December 1989

Abstract

For weighted sums of independent and identically distributed random variables, conditions are placed under which a generalized law of the iterated logarithm cannot hold, thereby extending the usual nonweighted situation.