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.

引用

页码：401 / 410

页数：10

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