On asymptotics of large increments of sums in non-i.i.d. case (Q1415866): Difference between revisions

The almost sure asymptotic behavior of large increments of partial sums is investigated in case of independent nonidentically distributed random variables. One-sided variants of the Csörgő-Révész strong approximation laws are obtained in non-i.i.d. case. New one-sided theorems for non-i.i.d. case derived in this paper generalize the results of the author [Theory Probab. Appl. 47, No. 2, 315--323 (2002); translation from Teor. Veroyatn. Primen. 47, No. 2, 366--374 (2002; Zbl 1041.60047)]. In the i.i.d. case, the theorems of this paper imply results of the author [Stat. Probab. Lett. 37, 155--165 (1998; Zbl 0893.60016); Dokl. Math. 61, No. 3, 409--412 (2000), translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 372, No. 5, 596--599 (2000; Zbl 1043.60037); and Stud. Sci. Math. Hung. 39, 333--359 (2002; Zbl 1026.60030)] where, in particular, one can find results for random variables from domains of attraction of normal laws and completely asymmetric stable laws with index \(\alpha\in(1,2)\).