The functional law of the iterated logarithm for truncated sums (Q1575984)
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scientific article; zbMATH DE number 1495315
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| English | The functional law of the iterated logarithm for truncated sums |
scientific article; zbMATH DE number 1495315 |
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The functional law of the iterated logarithm for truncated sums (English)
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24 August 2000
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The functional law of the iterated logarithm (FLIL) is obtained for truncated sums \(S_n= \sum^n_{j=1} X_jI\{X^2_j\leq b_n\}\) of independent symmetric random variables \(X_j\), \(1\leq j\leq n\), \(b_n\leq \infty\). Considering the random normalization \[ T^{1/2}_n= \Biggl(\sum^n_{j=1} X^2_j I\{X^2_j\leq b_n\}\Biggr)^{1/2}, \] an upper estimate in the FLIL is obtained, using only the condition that \(T_n\to \infty\) almost surely. These results are useful in studying trimmed sums.
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functional law of the iterated logarithm
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truncated sums
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random normalization
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trimmed sums
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0.8566181063652039
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