Iterated logarithm type behavior for weighted sums of i.i.d. random variables

DOI10.1016/J.SPL.2008.10.010zbMATH Open1158.60334OpenAlexW2000833504MaRDI QIDQ1007353FDOQ1007353

Andrew Rosalsky, Yongcheng Qi, Deli Li

Publication date: 20 March 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.010

Recommendations

• On the nonexistence of a law of the iterated logarithm for weighted sums of identically distributed random variables
• Laws of the iterated logarithm for weighted sums of independent random variables
• A Supplement to the Einmahl–Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables
• A note on the law of iterated logarithm for weighted sums of random variables
• Some results on one-sided iterated logarithm type behavior

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

• Title not available (Why is that?)
• Limiting behavior of weighted sums of independent random variables
• Almost sure convergence theorems of weighted sums of random variables
• A converse to the law of the iterated logarithm
• General one-sided laws of the iterated logarithm
• A generalization of strassen's functional LIL
• Some results on two-sided LIL behavior
• Laws of the iterated logarithm for weighted sums of independent random variables
• A Supplement to the Einmahl–Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables

Cited In (5)

• On the law of the logarithm for weighted sums of extended negatively dependent random variables
• A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression
• Some results on one-sided iterated logarithm type behavior
• On the nonexistence of a law of the iterated logarithm for weighted sums of identically distributed random variables
• A note on the law of iterated logarithm for weighted sums of random variables

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