Almost sure invariance principles when EX 1 2 =?
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Publication:4169989
DOI10.1007/BF00534337zbMath0388.60035MaRDI QIDQ4169989
Publication date: 1979
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (7)
Strong approximation of the St. Petersburg game ⋮ Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process ⋮ Iterated logarithm results for rapidly growing random walk ⋮ An almost sure invariance principle for random variables in the domain of attraction of a stable law ⋮ Strong approximation and a central limit theorem for St. Petersburg sums ⋮ Logarithmic averages of stable random variables are asymptotically normal ⋮ Central limit theorem and convergence to stable laws in Mallows distance
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- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Almost sure invariance principles for partial sums of weakly dependent random variables
- An invariance principle for the law of the iterated logarithm
- A Note Concerning Behaviour of Iterated Logarithm Type
- A Limit Theoerm for Random Variables with Infinite Moments
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