Strong laws of large numbers for the sequence of the maximum of partial sums of i.i.d. random variables

DOI10.19195/0208-4147.39.1.2MaRDI QIDQ5227565zbMATHOpenAlexFDO

Authors Shuhua Chang, Andrew Rosalsky, Deli Li

Publication date 6 August 2019

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.19195/0208-4147.39.1.2

zbMATH Keywords

strong law of large numbersmaximum of partial sumsi.i.d. real-valued random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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• An extension of a theorem of Mikosch
• On the Law of the Iterated Logarithm
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• On the lower limits of maxima and minima of wiener process and partial sums
• The Limit Points of a Normalized Random Walk
• The other law of the iterated logarithm

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(14)

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• Mixing limit theorems of maximum of absolute sums and their convergence rates
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• Laws of large numbers for quadratic forms, maxima of products and truncated sums of i.i.d. random variables
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• A maximal theorem of Hardy-Littlewood type for pairwise i.i.d. random variables and the law of large numbers

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