Maxima of increments of partial sums for certain subexponential distributions
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Publication:1411891
DOI10.1016/S0304-4149(99)00100-3zbMath1028.60044OpenAlexW1983318766WikidataQ126819243 ScholiaQ126819243MaRDI QIDQ1411891
Ulrich Stadtmüller, Hartmut Lanzinger
Publication date: 3 November 2003
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00100-3
Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)
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Deviation inequalities for martingales with applications ⋮ The Hausdorff dimension of level sets described by Erdős-Rényi average ⋮ Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations ⋮ On the limit behavior of increments of sums of independent random variables from domains of attraction of asymmetric stable distributions ⋮ Limiting distribution for the maximal standardized increment of a random walk ⋮ Deviation inequalities for separately Lipschitz functionals of composition of random functions ⋮ Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays
Cites Work
- Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
- The influence of extremes on the law of the iterated logarithm
- A law of the single logarithm for moving averages of random variables under exponential moment conditions
- An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law
- On a Conjecture of Revesz
- Large deviations of sums of independent random variables
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