An exact asymptotic for the square variation of partial sum processes

DOI10.1214/14-AIHP617zbMath1329.60066arXiv1106.0783MaRDI QIDQ902883

N. E. Zubov

Publication date: 4 January 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.0783

zbMATH Keywords

random walks; law of iterated logarithm; partial sum processes; square variation

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

Related Items

Estimates for the square variation of partial sums of Fourier series and their rearrangements

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