Some Limit Results for Moving Sums of Stable Random Variables

被引：1
|
作者：
陈平炎
机构：
[1] Department of Mathematics
[2] Guangzhou
[3] Jinan University
来源：
Communications in Mathematical Research | 2004年 / 01期
关键词：
stable distribution; integral test; law of the iterated logarithm; moving sums;
D O I：
10.13447/j.1674-5647.2004.01.002
中图分类号：
O211.4 [极限理论];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We discuss the integral test for a moving sum of an iid symmetric stable sequence with exponent α (0 < α < 2), and the Chover-type LIL is given as a corollary. We also obtain the law of a single logarithm for moving sums of a normal sequence.
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页码：5 / 12
页数：8
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