Between local and global logarithmic averages
We obtain an approximation for the logarithmic averages of I{k1/2a(k) [less-than-or-equals, slant] S(k) [less-than-or-equals, slant] k1/2b(k)}, where a(k) --> 0, b(k) --> 0 (k --> [infinity]) and S(k) is partial sum of independent, identically distributed random variables.
Year of publication: |
1996
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Authors: | Berkes, István ; Horváth, Lajos |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 30.1996, 4, p. 369-378
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Publisher: |
Elsevier |
Keywords: | Logarithmic averages Ornstein-Uhlenbeck process Invariance principles |
Saved in:
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