Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation

DOI10.1214/aop/1065725185zbMath0869.60025MaRDI QIDQ2565360

Lajos Horváth, Qui-Man Shao

Publication date: 1 September 1997

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1065725185

zbMATH Keywords

large deviation; law of the iterated logarithm; domain of attraction; self-normalized partial sums

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

60F10: Large deviations

60G18: Self-similar stochastic processes

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