Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables

DOI10.1016/J.SPL.2014.07.027MaRDI QIDQ464473zbMATH OpenOpenAlexFDO

Authors Gooty Divanji, Maddipatla Sreehari

Publication date 27 October 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.07.027

zbMATH Keywords

asymmetric stable lawdomain of attractionlaw of the iterated logarithmrandom sumsregularly varying function

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Large deviations (60F10) Strong limit theorems (60F15)

Review text

The paper provides some almost sure limit results for appropriately normed sums of independent random variables \(S_{n_k}\), where the summands of \(S\) are in the domain of attraction of an asymmetric stable law with exponent \(\alpha \not= 1\), and the subsequence \(n_k\) increases geometrically fast. The proof uses the Borel-Cantelli lemma and special bounds or expansions for the tails of \(S_{n_k}\), respectively.

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Cites work

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Cited in

(5)

• Limit infimum results for subsequences of partial sums and random sums
• Almost sure limit points for subsequences of partial sums
• scientific article; zbMATH DE number 5492524 (Why is no real title available?)
• Moment bounds for IID sequences under sublinear expectations
• Law of iterated logarithm and almost sure limit points for random sums

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