Strong limit theorems for increments of sums of independent random variables

被引：1

作者：

Frolov A.N. ^{[1
]}

机构：

[1] St. Petersburg State University, St. Petersburg

来源：

Journal of Mathematical Sciences | 2006年 / 133卷 / 3期

基金：

俄罗斯基础研究基金会;

关键词：

Limit Theorem; Independent Random Variable; Strong Limit; Iterate Logarithm; Universal Result;

D O I：

10.1007/s10958-006-0046-5

中图分类号：

学科分类号：

摘要：

We derive universal strong laws for increments of sums of independent, nonidentically distributed, random variables. These results generalize universal results of the author for the i.i.d. case which include the strong law of large numbers, law of the iterated logarithm, Erdos-Renyi law, and Csorgo-Revesz laws. © 2006 Springer Science+Business Media, Inc.

引用

页码：1356 / 1370

页数：14

共 50 条

[1] Limit theorems for increments of sums of independent random variables
Frolov, AN
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2003, 48 (01) : 93 - 107
[2] ON STRONG LIMIT-THEOREMS FOR SUMS OF INDEPENDENT RANDOM-VARIABLES
MARTIKAINEN, AI
PETROV, VV
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1992, 37 (01) : 80 - 84
[3] ON NONCLASSICAL LIMIT THEOREMS FOR SUMS OF INDEPENDENT RANDOM VARIABLES
Formanov, Shakir
Akhmedov, Askar
Sharipova, Lola
[J]. TWMS JOURNAL OF PURE AND APPLIED MATHEMATICS, 2010, 1 (01): : 68 - 80
[4] LIMIT THEOREMS FOR PRODUCTS OF SUMS OF INDEPENDENT RANDOM VARIABLES
Krajka, Tomasz K.
Rychlik, Zdzislaw
[J]. PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2010, 30 (01): : 73 - 85
[5] NEW LIMIT THEOREMS FOR SUMS OF INDEPENDENT RANDOM VARIABLES
LINNIK, IV
[J]. DOKLADY AKADEMII NAUK SSSR, 1960, 133 (06): : 1291 - 1293
[6] Functional limit theorems for sums of independent random variables with random coefficients
Chuprunov N.
[J]. Lithuanian Mathematical Journal, 1998, 38 (4) : 318 - 327
[7] Functional limit theorems for sums of independent random variables with replacements
Chuprunov, AN
[J]. PROBABILISTIC METHODS IN DISCRETE MATHEMATICS, 1997, : 157 - 173
[8] Strong Limit Theorems for Weighted Sums of Negatively Associated Random Variables
Bing-Yi Jing
Han-Ying Liang
[J]. Journal of Theoretical Probability, 2008, 21 : 890 - 909
[9] Strong Limit Theorems for Weighted Sums of Negatively Associated Random Variables
Wang, Xuejun
Li, Xiaoqin
Hu, Shuhe
Yang, Wenzhi
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2011, 29 (01) : 1 - 14
[10] Strong limit theorems for weighted sums of negatively associated random variables
Jing, Bing-Yi
Liang, Han-Ying
[J]. JOURNAL OF THEORETICAL PROBABILITY, 2008, 21 (04) : 890 - 909

← 1 2 3 4 5 →