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

DOI10.1007/S10959-011-0353-8MaRDI QIDQ354760zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3116942 (Why is no real title available?)
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• scientific article; zbMATH DE number 2152223 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A converse to the law of the iterated logarithm
• A glimpse of the impact of pál erdős on probability and statistics
• An invariance principle for the law of the iterated logarithm
• Self-Normalized Processes
• Self-normalized Cramér-type large deviations for independent random variables.
• Self-normalized laws of the iterated logarithm
• Towards a universal self-normalized moderate deviation

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
• scientific article; zbMATH DE number 4153582 (Why is no real title available?)
• 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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