Almost sure limit theorems of mantissa type for semistable domains of attraction (Q2466349)
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English | Almost sure limit theorems of mantissa type for semistable domains of attraction |
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Almost sure limit theorems of mantissa type for semistable domains of attraction (English)
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14 January 2008
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Let \((Y_n)\) be a sequence of random variables with values in a polish space and \((d(n))\) a sequence of weights. The main theorem states that under some dependence condition on \((Y_n)\) and some growth conditions on \((d(n))\) an almost sure limit theorem of the form \(\sum_{k=1}^n d(k)\delta_{Y_k(\omega)}/\sum_{k=1}^n d(k) \to Q\) weakly for almost all \(\omega\) is equivalent to \(\sum_{k=1}^n d(k)P_{Y_k}/\sum_{k=1}^nd(k)\to Q\) weakly, where \(\delta_x\) denotes the point mass at \(x\). This theorem can be applied in all known examples of almost sure limit theorems including that for normalized sums or maxima of i.i.d. random variables. In the case these sums or maxima are in the domain of attraction of semistable laws some new semistable almost sure limit theorems are obtained.
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almost sure limit theorem
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stochastic summability
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logarithmic summation
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mantissa distribution
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semistable laws
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domain of attraction
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