Weight functions and pathwise local central limit theorems

DOI10.1016/0304-4149(95)00021-XzbMath0841.60018OpenAlexW1992849361MaRDI QIDQ1904538

Lajos Horváth, Davar Khoshnevisan

Publication date: 2 January 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00021-x

zbMATH Keywords

random walksOrnstein-Uhlenbeck processlocal timeslogarithmic averages

Mathematics Subject Classification ID

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

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The law of large numbers with exceptional sets ⋮ A universal result in almost sure central limit theory. ⋮ Between local and global logarithmic averages ⋮ Some distributional limit theorems for the maxima of Gaussian vector sequences ⋮ On the logarithmic average of iterated processes ⋮ On almost sure max-limit theorems ⋮ On the universal a.s. central limit theorem ⋮ Logarithmic averages of stable random variables are asymptotically normal

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