Law of iterated logarithm for random subsequences (Q1181104): Difference between revisions
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Property / author: Vasudeva Rasbagh / rank | |||
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Property / author: Gooty Divanji / rank | |||
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Property / reviewed by: Hiroshi Sato / rank | |||
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Property / author: Vasudeva Rasbagh / rank | |||
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Property / author: Gooty Divanji / rank | |||
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Property / reviewed by: Hiroshi Sato / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/0167-7152(91)90076-4 / rank | |||
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Property / OpenAlex ID: W1987335844 / rank | |||
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Latest revision as of 14:17, 15 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Law of iterated logarithm for random subsequences |
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Statements
Law of iterated logarithm for random subsequences (English)
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27 June 1992
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Let \(\{X_ k\}\) be an independent non-negative random sequence with a common distribution which belongs to the domain of partial attraction of a semi-stable distribution \(G_ \alpha\) \((0<\alpha<1)\), \(\{n_ k\}\) be a sequence of natural numbers and \(\{t_ k\}\) be a random sequence of natural numbers. Under suitable assumptions on \(\{n_ k\}\) and \(\{t_ k\}\), the authors give laws of iterated logarithm of type \[ \limsup_ k (B^{-1}_{n_ k} S_{t_ k})^{1/\log \log n_ k}=e^{\varepsilon^*/\alpha},\;\hbox{a.s.}, \] where \(S_ n\) denotes \(\sum_{k=1}^ n X_ k\), \(\{B_{n_ k}\}\) and \(\varepsilon^*\) are decided by the distribution of \(X_ 1\) and \(\{n_ k\}\), respectively.
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domain of partial attraction
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semi-stable distribution
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laws of iterated logarithm
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