Strassen-type law of the iterated logarithm for self-normalized sums

DOI10.1007/S10959-011-0353-8zbMATH Open1271.60045OpenAlexW2090072844MaRDI QIDQ354760FDOQ354760

Authors: Miklós Csörgo, Zhishui Hu, Hongwei Mei 

Publication date: 19 July 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-011-0353-8

Recommendations

• 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
• A strong approximation of self-normalized sums
• A SUPPLEMENT TO PRECISE ASYMPTOTICS IN THE LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED SUMS
• A nonclassical law of the iterated logarithm for self-normalized partial sums

zbMATH Keywords

self-normalized sumsdomain of attraction of the normal lawStrassen-type law of the iterated logarithm

Mathematics Subject Classification ID

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

Cites Work

• Self-Normalized Processes
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• Self-normalized laws of the iterated logarithm
• An invariance principle for the law of the iterated logarithm
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• Self-normalized Cramér-type large deviations for independent random variables.
• Title not available (Why is that?)
• A converse to the law of the iterated logarithm
• Towards a universal self-normalized moderate deviation
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• A glimpse of the impact of pál erdős on probability and statistics

Cited In (10)

• A self-normalized law of the iterated logarithm for the geometrically weighted random series
• Strassen-type law of the iterated logarithm for self-normalized increments of sums
• Self-normalized laws of the iterated logarithm
• A nonclassical law of the iterated logarithm for self-normalized partial sums
• Title not available (Why is that?)
• A strong approximation of self-normalized sums
• On the other law of the iterated logarithm for self-normalized sums
• Law of the iterated logarithm for self-normalized sums and their increments
• A SUPPLEMENT TO PRECISE ASYMPTOTICS IN THE LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED SUMS
• A SELF-NORMALIZED LIL FOR CONDITIONALLY TRIMMED SUMS AND CONDITIONALLY CENSORED SUMS

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