A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution

DOI10.1016/0304-4149(87)90037-8MaRDI QIDQ1100802zbMATH OpenOpenAlexFDO

Authors Ross A. Maller

Publication date 1988

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(87)90037-8

zbMATH Keywords

domain of partial attractionfunctional law of iterated logarithmtrimmed variables

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Review text

The main result is: partial sums of i.i.d. r.v. when suitably normed and centred \((S_ n-a_ n)/B_ n\) are in the domain of partial attraction of the normal distribution iff the set of almost sure limit points of the random polygon as a sequence in C[0,1] or of the partial sum process \((S_{[nt]}-a_{[nt]})/B_ n\) as a sequence in D[0,1], equals to the unit ball of absolutely continuous functions in \(L_ 2\) metric. It is proved that the same statement holds true after removing a fixed number of terms of largest modulus from \(S_ n\).

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Cites work

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Cited in

(5)

• Solution of Deny convolution equation restricted to a halfr, R. A.: A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution
• A universal form of the Chung-type law of the iterated logarithm
• scientific article; zbMATH DE number 4172053 (Why is no real title available?)
• scientific article; zbMATH DE number 3907474 (Why is no real title available?)
• Some effects of trimming on the law of the iterated logarithm

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