Article ID Journal Published Year Pages File Type
4621189 Journal of Mathematical Analysis and Applications 2008 14 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis