On the asymptotic behavior of the large increments of sums of independent random variables

被引：0

作者：

Frolov, AN ^{[1
]}

机构：

[1] St Petersburg State Univ, Math Mech Dept, St Petersburg 198904, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2002年 / 47卷 / 02期

关键词：

increments of sums of independent random variables; large increments; strong approximation laws; Erdos-Renyi law; Shepp law;

D O I：

暂无

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：

We investigate the asymptotic behavior almost surely of the large increments (that is, exceeding in order the logarithm) of sums of nonidentically distributed random variables with zero means, finite variances, and the moment generating functions being finite within an interval with the left end at zero. The theorems obtained generalize the known results of Csorgo and Revesz.

引用

页码：315 / 323

页数：9

共 50 条

[1] On the asymptotic behavior of increments of sums of independent random variables
Frolov, AN
DOKLADY MATHEMATICS, 2000, 61 (03) : 409 - 412
[2] Limit theorems for increments of sums of independent random variables
Frolov, AN
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2003, 48 (01) : 93 - 107
[3] ON THE ASYMPTOTIC-BEHAVIOR OF SUMS OF PAIRWISE INDEPENDENT RANDOM-VARIABLES
CUESTA, JA
MATRAN, C
STATISTICS & PROBABILITY LETTERS, 1991, 11 (03) : 201 - 210
[4] Strong limit theorems for increments of sums of independent random variables
Frolov A.N.
Journal of Mathematical Sciences, 2006, 133 (3) : 1356 - 1370
[5] On the law of the iterated logarithm for increments of sums of independent random variables
Frolov A.N.
Journal of Mathematical Sciences, 2006, 137 (1) : 4575 - 4582
[6] ASYMPTOTIC EXPANSIONS FOR MAXIMUM OF SUMS OF INDEPENDENT RANDOM VARIABLES
NAGAEV, SV
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1970, 15 (03): : 514 - &
[7] Asymptotic distribution of products of sums of independent random variables
Wang, Yanling
Yao, Suxia
Du, Hongxia
PROCEEDINGS OF THE INDIAN ACADEMY OF SCIENCES-MATHEMATICAL SCIENCES, 2013, 123 (02): : 283 - 292
[8] Asymptotic distribution of products of sums of independent random variables
YANLING WANG
SUXIA YAO
HONGXIA DU
Proceedings - Mathematical Sciences, 2013, 123 : 283 - 292
[9] THE ASYMPTOTIC DISTRIBUTION OF THE RANGE OF SUMS OF INDEPENDENT RANDOM VARIABLES
FELLER, W
ANNALS OF MATHEMATICAL STATISTICS, 1951, 22 (03): : 427 - 432
[10] ON INCREMENTS OF SUMS OF INDEPENDENT NON-IDENTICALLY DISTRIBUTED RANDOM VARIABLES
林正炎
Science China Mathematics, 1988, (08) : 927 - 937

← 1 2 3 4 5 →