Limit infimum results for subsequences of partial sums and random sums (Q2483847)
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English | Limit infimum results for subsequences of partial sums and random sums |
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Limit infimum results for subsequences of partial sums and random sums (English)
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1 August 2005
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Let \(\{X_n, n \geq 1\}\) be a sequence of i.i.d. random variables with the distribution function \(F\). Let \(S_n =\sum^n_{k=1} X_k\), \(n\geq 1\), and let \(F\) belong to the domain of normal attraction of a stable law \(G_\alpha\) with index \(\alpha\), \(0 < \alpha < 2\), i.e. \(F\in \text{DNA}(\alpha)\), \(0 < \alpha < 2\). \textit{A. Gut} [Probab. Math. Stat. 7, 27--58 (1986; Zbl 0613.60022)] established a classical law of iterated logarithm (LIL) and \textit{I. TorrĂ¥ng} [ibid. 8, 133--141 (1987; Zbl 0652.60042)] extended this result to random subsequences. Further results are due to \textit{Y. S. Chow, H. Teicher, C. Z. Wei} and \textit{K. F. Yu} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 57, 235--251 (1981; Zbl 0445.60024)], \textit{R. Vasudeva} and \textit{G. Divanji} [Stat. Probab. Lett. 12, No. 3, 189--194 (1991; Zbl 0745.60027)] and \textit{R. Vasudeva} and \textit{S. Savitha} [Stochastic Processes Appl. 47, No.~1, 153--158 (1993; Zbl 0783.60041)] for Wiener processes. More results were published by \textit{R. Vasudeva} [in: Proc. Internat. Conf. Stochastic Processes, Cochin Univ. of Sci. and Techn., India, 125--130 (1996)]. In the paper reviewed here, new results on LIL have been obtained for subsequences of \((S_n)\) and for random subsequences (extended result).
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law of iterated logarithm
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stable law
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domain of normal attraction
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