Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153201 | Statistics & Probability Letters | 2009 | 5 Pages |
Abstract
For the partial sums (Sn) of independent random variables we define a stochastic process sn(t)â(1/dn)âkâ¤[nt](Sk/kâμ) and prove that (1/logN)ânâ¤N(1/n)I{sn(t)â¤x}âGt(x) a.s. if and only if (1/logN)ânâ¤N(1/n)P(sn(t)â¤x)âGt(x), for some sequence (dn) and distribution Gt. We also prove an almost sure functional limit theorem for the product of partial sums of i.i.d. positive random variables attracted to an α-stable law with αâ(1,2].
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Khurelbaatar Gonchigdanzan, Kamil M. KosiÅski,