Law of iterated logarithm for random subsequences

R. Vasudeva and G. Divanji

Statistics & Probability Letters, 1991, vol. 12, issue 3, 189-194

Abstract: 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).

Keywords: Law; of; iterated; logarithm; random; subsequences; domain; of; partial; attraction; semi-stable; law (search for similar items in EconPapers)
Date: 1991
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