A nonclassical law of the iterated logarithm for self-normalized partial sums

DOI10.1007/S10474-013-0323-YMaRDI QIDQ2250849zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 21 July 2014

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10474-013-0323-y

zbMATH Keywords

domain of attraction of the normal lawself-normalizednonclassical LIL

Mathematics Subject Classification ID

Strong limit theorems (60F15)

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• Law of the iterated logarithm for self-normalized sums and their increments
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Cites work

• scientific article; zbMATH DE number 1144394 (Why is no real title available?)
• scientific article; zbMATH DE number 2152224 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR I.I.D. SQUARE INTEGRABLE RANDOM VARIABLES
• A Nonclassical Chung-Type Law of the Iterated Logarithm for Independent Identically Distributed Random Variables
• A Nonclassical Law of the Iterated Logarithm for Functions of Negatively Associated Random Variables
• A converse to the law of the iterated logarithm
• A nonclassical law of the iterated logarithm for functions of positively associated random variables
• Darling-Erdős theorem for self-normalized sums
• Donsker's theorem for self-normalized partial sums processes
• Harnack inequalities for log-Sobolev functions and estimates of log-Sobolev constants
• On the Law of the Iterated Logarithm
• Precise asymptotics in the self-normalized law of the iterated logarithm
• Self-Normalized Processes
• Self-normalized Cramér-type large deviations for independent random variables.
• Self-normalized large deviations
• Self-normalized laws of the iterated logarithm
• Some properties of metrics in a study on convergence to normality
• When is the Student \(t\)-statistic asymptotically standard normal?

Cited in

(4)

• On the rates of the almost sure convergence for self-normalized law of the iterated logarithm
• Strassen-type law of the iterated logarithm for self-normalized increments of sums
• Law of the iterated logarithm for self-normalized sums and their increments
• Strassen-type law of the iterated logarithm for self-normalized sums

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