{"ID":2847729,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2511.00175","arxiv_id":"2511.00175","title":"Concentration inequalities for strong laws and laws of the iterated logarithm","abstract":"We derive concentration inequalities for sums of independent and identically distributed random variables that yield non-asymptotic generalizations of several strong laws of large numbers including some of those due to Kolmogorov [1930], Marcinkiewicz and Zygmund [1937], Chung [1951], Baum and Katz [1965], Ruf, Larsson, Koolen, and Ramdas [2023], and Waudby-Smith, Larsson, and Ramdas [2024]. As applications, we derive non-asymptotic iterated logarithm inequalities in the spirit of Darling and Robbins [1967], as well as pathwise (sometimes described as \"game-theoretic\") analogues of strong laws and laws of the iterated logarithm.","short_abstract":"We derive concentration inequalities for sums of independent and identically distributed random variables that yield non-asymptotic generalizations of several strong laws of large numbers including some of those due to Kolmogorov [1930], Marcinkiewicz and Zygmund [1937], Chung [1951], Baum and Katz [1965], Ruf, Larsson...","url_abs":"https://arxiv.org/abs/2511.00175","url_pdf":"https://arxiv.org/pdf/2511.00175v1","authors":"[\"Johannes Ruf\",\"Ian Waudby-Smith\"]","published":"2025-10-31T18:28:16Z","proceeding":"math.PR","tasks":"[\"math.PR\",\"math.ST\"]","methods":"[]","has_code":false}
