Limit law and rate of clustering for geometrically weighted random series
The author studies the behaviour of sums of the form \(S(\beta)=\sum_{n=0}^\infty\beta^nX_n\), where \(X_n\) are independent real random variables and \(\beta<1\) is a real number. It is known that if \(X_i\) are centered, i.i.d. random variables that have finite second moments, upon proper rescaling with a function of \(\beta\), \(S(\beta)\) satisfies a central limit theorem and a law of the iterated logarithm [the reviewer and \textit{P. Picco}, Ann. Probab. 21, 168--184 (1993; Zbl 0770.60029)]. It is also known that the same holds true if \(X_n\) are Gaussian and their variances satisfy a Kolmogorov-type condition [\textit{L.-X. Zhang}, ibid. 25, 1621--1635 (1997; Zbl 0903.60017)]. The author proves a functional form of these limit theorems and gives estimates on the speed of convergence.
- Strong approximation theorems for geometrically weighted random series and their applications
- A self-normalized law of the iterated logarithm for the geometrically weighted random series
- scientific article; zbMATH DE number 1149471
- A generalized law of the iterated logarithm for geometrically weighted series of B-valued strong mixing random variables
- A law of the iterated logarithm for random geometric series
- A law of the iterated logarithm for random geometric series
- scientific article; zbMATH DE number 1149756 (Why is no real title available?)
- scientific article; zbMATH DE number 1149764 (Why is no real title available?)
- Moderate deviations of dependent random variables related to CLT
- On the law of the iterated logarithm for canonical \(U\)-statistics and processes
- Strong approximation theorems for geometrically weighted random series and their applications
- Strong approximation theorems for geometrically weighted random series and their applications
- 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.
- On the set of limit points of normed sums of geometrically weighted I.I.D. Bounded random variables
- Dependence on the Dimension for Complexity of Approximation of Random Fields
- Asymptotic behaviors for random geometric series
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