Self-Normalized LIL for Hanson–Russo Type Increments

Han-Ying Liang () and Josef G. Steinebach ()
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Han-Ying Liang: Tongji University
Josef G. Steinebach: University of Cologne

Journal of Theoretical Probability, 2006, vol. 19, issue 1, 70-88

Abstract: Abstract Let X 1, X 2,... be independent, but not necessarily identically distributed random variables in the domain of attraction of a normal law or a stable law with index 0

Keywords: Self-normalized sum; law of the iterated logarithm; Hanson–Russo type increment; weighted sum; Primary 60F15; Secondary 60G50 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10959-006-0011-8

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