Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables (Q464473)
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English | Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables |
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Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables (English)
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27 October 2014
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The paper provides some almost sure limit results for appropriately normed sums of independent random variables \(S_{n_k}\), where the summands of \(S\) are in the domain of attraction of an asymmetric stable law with exponent \(\alpha \not= 1\), and the subsequence \(n_k\) increases geometrically fast. The proof uses the Borel-Cantelli lemma and special bounds or expansions for the tails of \(S_{n_k}\), respectively.
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law of the iterated logarithm
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random sums
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regularly varying function
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asymmetric stable law
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domain of attraction
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