The 1971 Rietz Lecture Sums of Independent Random Variables--Without Moment Conditions
From MaRDI portal
Publication:5684034
DOI10.1214/aoms/1177692541zbMath0267.60053OpenAlexW2085295003MaRDI QIDQ5684034
Publication date: 1972
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177692541
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (33)
Long-range exclusion processes, generator and invariant measures ⋮ ON THE STRONG LAW OF LARGE NUMBERS FOR SUMS OF INDEPENDENT BANACH SPACE VALUED RANDOM ELEMENTS ⋮ The influence of extremes on the law of the iterated logarithm ⋮ A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution ⋮ Non-classical law of the iterated logarithm behaviour for trimmed sums ⋮ Some effects of trimming on the law of the iterated logarithm ⋮ A nonclassical law of the iterated logarithm for functions of positively associated random variables ⋮ On one-sided boundedness of normed partial sums ⋮ A universal form of the Chung-type law of the iterated logarithm ⋮ Almost everywhere convergence of convolution powers ⋮ Convergence of moment characteristics of sums of Markov-chain-connected random elements ⋮ On concentration functions of random variables ⋮ Lil behavior for weakly dependent random variables in Banach spaces ⋮ A criterion for strong relative stability of random walk on the line ⋮ Convergence of the iterates of a Markov operator ⋮ A LIL for independent non-identically distributed random variables in Banach space and its applications ⋮ Most trees are short and fat ⋮ A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES ⋮ LIL behavior for B-valued strong mixing random variables ⋮ One dimensional lattice random walks with absorption at a point/on a half line ⋮ Relative stability of trimmed sums ⋮ On the limiting behavior of normed sums of independent random variables ⋮ On convergence rates and the expectation of sums of random variables ⋮ On the universality of the non-singularity of general Ginibre and Wigner random matrices ⋮ The potential function and ladder heights of a recurrent random walk on \(\mathbb{Z}\) with infinite variance ⋮ Persistence Probabilities and Exponents ⋮ Small time two-sided LIL behavior for Lévy processes at zero ⋮ A generalization of the Iterated Logarithm Law for weighted sums with infinite variance ⋮ Some results on two-sided LIL behavior ⋮ Limit theorems for mixing sequences without rate assumptions ⋮ Matrix normalized convergence of a Lévy process to normality at zero ⋮ Local estimates for the Levy concentration function in multidimensional and Hilbert spaces ⋮ A law of the iterated logarithm for distributions in the generalized domain of attraction of a nondegenerate Gaussian law
This page was built for publication: The 1971 Rietz Lecture Sums of Independent Random Variables--Without Moment Conditions