Law of iterated logarithm for random subsequences
Let (Xn, n [greater-or-equal, slanted] 1) be a sequence of i.i.d. positive valued random variables with a common distribution function F and let Sn = [Sigma]nj=1 Xj, n [greater-or-equal, slanted] 1. When F belongs to the domain of partial attraction of a positive semi-stable law, Chover's form of the law of the iterated logarithm has been obtained for random subsequences of (Sn).
Year of publication: |
1991
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Authors: | Vasudeva, R. ; Divanji, G. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 12.1991, 3, p. 189-194
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Publisher: |
Elsevier |
Keywords: | Law of iterated logarithm random subsequences domain of partial attraction semi-stable law |
Saved in:
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