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

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