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.