A law of the iterated logarithm for heavy-tailed random vectors (Q1974439)
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scientific article; zbMATH DE number 1439656
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| English | A law of the iterated logarithm for heavy-tailed random vectors |
scientific article; zbMATH DE number 1439656 |
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A law of the iterated logarithm for heavy-tailed random vectors (English)
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7 May 2000
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Some generalizations of \textit{J. Chover}'s law of the iterated logarithm [Proc. Am. Math. Soc. 17, 441-443 (1966; Zbl 0144.40503)] for partial sums of independent and identically distributed random vectors belonging to the domain of attraction of nonnormal operator semistable distribution are proved. Some large deviation results necessary for the proofs are derived.
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large deviation
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operator semistable law
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domain of semistable attraction
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regularly varying measures
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0.95785075
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