Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables (Q464473)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables
scientific article

    Statements

    Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables (English)
    0 references
    0 references
    0 references
    27 October 2014
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    law of the iterated logarithm
    0 references
    random sums
    0 references
    regularly varying function
    0 references
    asymmetric stable law
    0 references
    domain of attraction
    0 references
    0 references