Limiting behavior of weighted sums with stable distributions

DOI10.1016/S0167-7152(02)00286-9zbMath1014.60010MaRDI QIDQ1871348

Ping Yan Chen

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

stable distributionweighted sumintegral testlaws of the iterated logarithm

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (7)

Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences ⋮ Study of the limiting behavior of delayed random sums under non-identical distributions setup and a Chover type LIL ⋮ Chover-type laws of the iterated logarithm for weighted sums. ⋮ Limiting behavior of weighted sums of i.i.d. random variables ⋮ Complete convergence for moving average processes associated to heavy-tailed distributions and applications ⋮ Chover-type laws of the iterated logarithm for continuous time random walks ⋮ Limiting behavior of delayed sums under a non-identically distribution setup

Cites Work

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• A note on the law of iterated logarithm for weighted sums of random variables
• Characterization of the law of the iterated logarithm in Banach spaces
• A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
• Limiting behavior of weighted sums of independent random variables
• Strong limit theorems for certain arrays of random variables
• Laws of the iterated logarithm for weighted sums of independent random variables
• A Law of the Iterated Logarithm for Stable Summands

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