A law of the iterated logarithm for semistable laws on vector spaces and homogeneous groups

DOI10.1007/BF02362290MaRDI QIDQ1269989zbMATH OpenOpenAlexFDO

Authors Hans-Peter Scheffler

Publication date 24 November 1998

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02362290

zbMATH Keywords

homogeneous groupsiterated logarithm lawsemistable laws

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Strong limit theorems (60F15)

Review text

This paper is concerned with an iterated logarithm type result for the normed sum of a geometrically increasing number of i.i.d. random vectors \(\{X_i,i=1,2, \dots\}\) in \(d\)-dimensional Euclidean space which have an infinitely divisible law without Gaussian component. It is shown that the result also applies in the case of corresponding distributions on certain homogeneous groups, in particular Heisenberg groups. It is also shown that in the case \(d=1\) the results hold if the \(X_i\) just belong to the domain of normal attraction of the relevant infinitely divisible law. The primary result is new even in the one-dimensional case.

Recommendations

• Publication:4890971
• Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg groups
• A law of the iterated logarithm for heavy-tailed random vectors

Cites work

• \({\mathcal D}\)-domains of attraction of stable measures on stratified Lie groups
• A law of the iterated logarithm for distributions in the generalized domain of attraction of a nondegenerate Gaussian law
• A law of the iterated logarithm for semistable laws on vector spaces and homogeneous groups
• A Law of the Iterated Logarithm for Stable Summands
• A smooth subadditive homogeneous norm on a homogeneous group
• Domains of semi-stable attraction of nonnormal semi-stable laws
• Hardy Spaces on Homogeneous Groups. (MN-28), Volume 28
• Harmonic Analysis in Phase Space. (AM-122)
• scientific article; zbMATH DE number 3860064 (Why is no real title available?)
• scientific article; zbMATH DE number 3864179 (Why is no real title available?)
• scientific article; zbMATH DE number 3874296 (Why is no real title available?)
• scientific article; zbMATH DE number 3932112 (Why is no real title available?)
• scientific article; zbMATH DE number 4121109 (Why is no real title available?)
• scientific article; zbMATH DE number 772921 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
• On the Extension of the Class of Stable Distributions
• Semi-stable probability measures on $R^{N}$

Cited in

(6)

• A law of the iterated logarithm for semistable laws on vector spaces and homogeneous groups
• Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg groups
• scientific article; zbMATH DE number 1817762 (Why is no real title available?)
• Deviation inequalities and the law of iterated logarithm on the path space over a loop group
• scientific article; zbMATH DE number 920770 (Why is no real title available?)
• Law of the iterated logarithm for random walks on nilpotent groups

This page was built for publication: A law of the iterated logarithm for semistable laws on vector spaces and homogeneous groups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1269989)