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

DOI10.1016/j.spl.2008.10.010zbMath1158.60334OpenAlexW2000833504MaRDI QIDQ1007353

Andrew Rosalsky, Yongcheng Qi, De Li 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

Mathematics Subject Classification ID

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

Related Items (2)

A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression ⋮ On the law of the logarithm for weighted sums of extended negatively dependent random variables

Cites Work

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• General one-sided laws of the iterated logarithm
• Limiting behavior of weighted sums of independent random variables
• Laws of the iterated logarithm for weighted sums of independent random variables
• A generalization of strassen's functional LIL
• Some results on two-sided LIL behavior
• A Supplement to the Einmahl–Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables
• Almost sure convergence theorems of weighted sums of random variables
• A converse to the law of the iterated logarithm

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