Limiting behavior of weighted sums with stable distributions

DOI10.1016/S0167-7152(02)00286-9MaRDI QIDQ1871348zbMATH OpenFDO

Authors Pingyan Chen

Publication date 7 May 2003

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(02)00286-9

zbMATH Keywords

integral testlaws of the iterated logarithmstable distributionweighted sum

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50)

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Cites work

• A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
• A Law of the Iterated Logarithm for Stable Summands
• A note on the law of iterated logarithm for weighted sums of random variables
• Characterization of the law of the iterated logarithm in Banach spaces
• scientific article; zbMATH DE number 4217126 (Why is no real title available?)
• scientific article; zbMATH DE number 1874691 (Why is no real title available?)
• scientific article; zbMATH DE number 922945 (Why is no real title available?)
• scientific article; zbMATH DE number 3230917 (Why is no real title available?)
• Laws of the iterated logarithm for weighted sums of independent random variables
• Limiting behavior of weighted sums of independent random variables
• Strong limit theorems for certain arrays of random variables

Cited in

(20)

• Weighted sums of random variables attracted to stable laws
• On limiting behavior of sums and maxima when tails are slowly varying
• Chover-type laws of the iterated logarithm for weighted sums.
• Chover-type laws of the iterated logarithm for continuous time random walks
• On Chover's LIL for the weighted sums of stable random variables
• Complete convergence for moving average processes associated to heavy-tailed distributions and applications
• On relative stability and weighted laws of large numbers
• Limiting behavior of weighted sums of i.i.d. random variables
• Asymptotics of weighted random sums
• Chover's law of the iterated logarithm for weighted sums with application
• Limiting behavior of delayed sums under a non-identically distribution setup
• scientific article; zbMATH DE number 2121595 (Why is no real title available?)
• Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables
• Different behaviors of rough weighted statistical limit set under unbounded moduli
• Study of the limiting behavior of delayed random sums under non-identical distributions setup and a chover type LIL
• Lacunary series and stable distributions
• scientific article; zbMATH DE number 2211879 (Why is no real title available?)
• The Chover-type law of the iterated logarithm for weighted sums of heavy-tailed variables
• Limiting behavior for random elements with heavy tail
• Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences

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