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scientific article; zbMATH DE number 168135
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scientific article; zbMATH DE number 168135 |
Statements
16 May 1993
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stable laws
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domain of log attraction
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irregular tail behaviour
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almost sure central limit theorem
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0.8105410933494568
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0.779300332069397
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0.7650718092918396
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The authors say that a distribution \(F\) belongs to the domain of log attraction of \(G\) if there exist numerical sequences \((a_ n)\), \((b_ n)\) such that for any i.i.d. sequence \((X_ n)\) with distribution \(F\) we have \[ \lim_{N\to\infty}(1/\log N)\sum_{k\leq N}(1/k)1_{(- \infty,x)}(S_ k/a_ k-b_ k)=G(x) \] a.s. for all \(x\in\text{SC}_ G\) (set of continuity points of \(G)\). They give examples that there exist nonstable distributions with nonempty domain of log attraction. Further they show by examples that the domain of log attraction of any nonnormal law contains many `pathological' distributions with irregular tail behaviour. The examples are related to a recent criterion for the almost sure central limit theorem due to \textit{I. Berkes} and \textit{H. Dehling} [Ann. Probab; to appear].
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