Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4621189 | Journal of Mathematical Analysis and Applications | 2008 | 14 Pages |
Abstract
Let X,X1,X2,… be i.i.d. nondegenerate random variables with zero means, and . We investigate the precise asymptotics in the law of the iterated logarithm for self-normalized sums, Sn/Vn, also for the maximum of self-normalized sums, max1⩽k⩽n|Sk|/Vn, when X belongs to the domain of attraction of the normal law.
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