Chover-type laws of the iterated logarithm for weighted sums

被引：8
|
作者：
Peng, L
Qi, YC
机构：
[1] Univ Minnesota, Dept Math & Stat, Duluth, MN 55812 USA
[2] Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2003年 / 65卷 / 04期
关键词：
almost sure convergence; Chover-type law of the iterated logarithm; stable law; weighted sum;
D O I：
10.1016/j.spl.2003.08.009
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：
In this paper, a Chover-type law of the iterated logarithm is established for the weighted sums of independent and identically distributed random variables with a distribution in the domain of attraction of a stable law. (C) 2003 Elsevier BN. All rights reserved.
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页码：401 / 410
页数：10
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