Limit law and rate of clustering for geometrically weighted random series

DOI10.1016/S1631-073X(03)00016-5zbMATH Open1037.60030MaRDI QIDQ1871503FDOQ1871503

Authors: George Stoica 

Publication date: 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

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zbMATH Keywords

law of the iterated logarithmfunctional law of the iterated logarithmgeometrically weighted sums

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

• Strong approximation theorems for geometrically weighted random series and their applications
• A law of the iterated logarithm for random geometric series
• Moderate deviations of dependent random variables related to CLT
• Title not available (Why is that?)
• On the law of the iterated logarithm for canonical \(U\)-statistics and processes
• Title not available (Why is that?)

Cited In (5)

• Asymptotic behaviors for random geometric series
• An asymptotic behavior of the mean of some exponential functionals of a random walk
• Functional local law of the iterated logarithm for geometrically weighted random series.
• Dependence on the Dimension for Complexity of Approximation of Random Fields
• On the set of limit points of normed sums of geometrically weighted I.I.D. Bounded random variables

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