On the integrability of \(\sup|S_n/n|\) for subsequences.

DOI10.1214/AOP/1176994900zbMath0428.60036OpenAlexW2025203582MaRDI QIDQ1137306

Allan Gut

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994900

zbMATH Keywords

i.i.d. random variablessubsequenceexpected supremum

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (6)

On the integrability of \(\sup | S_ n| /n^{1/r}\) for \(1<r<2\) ⋮ On moment conditions for the supremum of normed sums ⋮ On moments of the maximum of partial sums of moving average processes under dependence assumptions ⋮ On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables ⋮ Moments of the maximum of normed partial sums of \(\rho^-\)-mixing random variables ⋮ Relative stability of trimmed sums

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