Maxima of increments of partial sums for certain subexponential distributions

H. Lanzinger and U. Stadtmüller

Stochastic Processes and their Applications, 2000, vol. 86, issue 2, 307-322

Abstract: We consider partial sums of i.i.d. random variables with moments E(X1)=0, E(X12)=[sigma]2 and and show thatwith some explicit function [phi](·). A related result for random variables with exponentially thin tails has recently been shown by Steinebach, extending a result given by Shao.

Keywords: Partial; sums; Independent; random; variables; Maxima; of; increments; Limit; theorem; Subexponential; distributions; a.s.; convergence (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (1)

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