Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152937 | Statistics & Probability Letters | 2010 | 6 Pages |
Abstract
In the paper, the upper bound and lower bound of the law of the single logarithm (LSL) are established under the condition that the sequence of the normalized weighted sums of random elements is bounded in probability. The main result improves the upper bound in [Sung, S.H., 2009. A law of the single logarithm for weighted sums of i.i.d. random elements. Statist. Probab. Lett., 79, 1351-1357] and hence extends the result in [Chen, P., Gan, S., 2007. Limiting behavior of weighted sums of i.i.d. random variables. Statist. Probab. Lett., 77, 1589-1599].
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Pingyan Chen, Ran Chen,