A law of the iterated logarithm for heavy-tailed random vectors (Q1974439)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A law of the iterated logarithm for heavy-tailed random vectors |
scientific article |
Statements
A law of the iterated logarithm for heavy-tailed random vectors (English)
0 references
7 May 2000
0 references
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.
0 references
large deviation
0 references
operator semistable law
0 references
domain of semistable attraction
0 references
regularly varying measures
0 references
