Almost sure limit theorems for stable distributions

被引：21

作者：

Wu, Qunying ^{[1
]}

机构：

[1] Guilin Univ Technol, Coll Sci, Guilin 541004, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2011年 / 81卷 / 06期

基金：

中国国家自然科学基金;

关键词：

Stable distribution; Partial sums; Almost sure central limit theorem; ITERATED LOGARITHM; RANDOM-VARIABLES; LAW; CONVERGENCE; SEQUENCES;

D O I：

10.1016/j.spl.2011.02.003

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Consider a sequence of i.i.d. random variables in the domain of attraction of a stable distribution with an exponent in (0. 2]. A universal result in almost sure limit theorem for the partial sums is established. Our results substantially extend and improve those on the almost sure central limit theorem previously obtained by Jonsson 2007, Berkes and Csaki 2001, and Hormann 2007. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：662 / 672

页数：11

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