A self-normalized law of the iterated logarithm for the geometrically weighted random series

DOI10.1007/s10114-016-4323-zzbMath1335.60034OpenAlexW2326296416MaRDI QIDQ270141

Wei Huang, Ke Ang Fu

Publication date: 7 April 2016

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-016-4323-z

zbMATH Keywords

law of the iterated logarithmdomain of attractionnormal lawslow variationgeometrically weighted seriesself-normalization

Mathematics Subject Classification ID

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

Related Items (1)

Limit theorems for discounted convergent perpetuities

Cites Work

• Unnamed Item
• A nonclassical LIL for geometrically weighted series in Banach space
• Gaussian approximation of local empirical processes indexed by functions
• Self-normalized laws of the iterated logarithm
• Compact laws of the iterated logarithm for \(B\)-valued random variables with two-dimensional indices
• A law of the iterated logarithm for geometrically weighted martingale difference sequences
• Strong approximation theorems for geometrically weighted random series and their applications
• A law of the iterated logarithm for geometrically weighted series of negatively associated random variables.
• Functional local law of the iterated logarithm for geometrically weighted random series.
• Donsker's theorem for self-normalized partial sums processes
• Self-normalized moderate deviations for independent random variables
• A strong approximation of self-normalized sums
• A law of the iterated logarithm for random geometric series
• Self-Normalized Processes

This page was built for publication: A self-normalized law of the iterated logarithm for the geometrically weighted random series