Cluster sets of self-normalized sums

DOI10.1007/S10959-006-0042-1MaRDI QIDQ867101zbMATH OpenOpenAlexFDO

Authors David M. Mason

Publication date 14 February 2007

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-006-0042-1

zbMATH Keywords

stable lawscluster setsSelf-normalized sums

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 4201258 (Why is no real title available?)
• scientific article; zbMATH DE number 3238248 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3290008 (Why is no real title available?)
• A Limit Theoerm for Random Variables with Infinite Moments
• A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
• Expectation of the Ratio of the Sum of Squares to the Square of the Sum: Exact and Asymptotic Results
• Limit distributions of Studentized means.
• Note on the Law of Large Numbers and "Fair" Games
• Recurrence sets of normed random walk in R^d
• Some universal results on the behavior of increments of partial sums
• Strong and weak limit points of a normalized random walk
• The Influence of the Maximum Term in the Addition of Independent Random Variables
• The Limit Points of a Normalized Random Walk
• The contribution to the sum of the summand of maximum modulus
• The limit points in \(\overline{\mathbb R^d}\) of averages of i.i.d. random variables
• When does a randomly weighted self-normalized sum converge in distribution?
• When is the cluster set of S//n/\(a_ n\) empty?

Cited in

(1)

• On Sums of Directional Essential Cluster Sets

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