The Chover-type law of the iterated logarithm for certain power series

被引：0
|
作者：
Pingyan, C. [1 ]
机构：
[1] Jinan Univ, Dept Math, Guangzhou 510630, Peoples R China
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2006年 / 50卷 / 03期
关键词：
summability method; stable distribution; law of iterated logarithm;
D O I：
10.1137/S0040585X97981950
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：
Let {p(n), n >= 0} be a sequence of real numbers with p(n) similar to R(n), R((.)) a regular varying function with index greater than -1/alpha (0 < alpha < 2). We prove the Chover-type law of the iterated logarithm for the (J(p)) power transform of sequence {X-n, n >= 0} of independent identically distributed stable random variables with exponent alpha.
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页码：497 / U28
页数：9
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