Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153575 | Statistics & Probability Letters | 2011 | 11 Pages |
Abstract
Consider a sequence of i.i.d. random variables in the domain of attraction of a stable distribution with an exponent in (0,2](0,2]. A universal result in almost sure limit theorem for the partial sums is established. Our results substantially extend and improve those on the almost sure central limit theorem previously obtained by Jonsson 2007, Berkes and Csáki 2001, and Hörmann 2007.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Qunying Wu,