황교신
Pang, T. -X.[Pang, T. -X.]
2015-12-17T02:31:20Z
2015-12-17T02:31:20Z
2015-11-13
201311
ACTA MATHEMATICA HUNGARICA, v.141, no.3, pp.238 - 253
0236-5294
http://hdl.handle.net/YU.REPOSITORY/28509
http://dx.doi.org/10.1007/s10474-013-0323-y
Let {X-n, n >= 1} be a sequence of nondegenerate, symmetric, i.i.d. random variables which are in the domain of attraction of the normal law with zero means and possibly infinite variances. Denote S-n = Sigma(n)(i=1) X-i, V-n(2) = Sigma(n)(i=1) X-i(2). Then we prove that there is a sequence of positive constants {(b) over bar (n), n >= 1} which is defined by Klesov and Rosalsky [11], is monotonically approaching infinity and is not asymptotically equivalent to log log n but is such that limsup(n -> 8) vertical bar S-n vertical bar/root 2V(n)(2)b(n) = 1 almost surely if some additional technical assumptions are imposed.
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영어
SPRINGER
RANDOM-VARIABLES
LARGE DEVIATIONS
THEOREM
A NONCLASSICAL LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED PARTIAL SUMS
Article
000325978900003
2-s2.0-84886428313
4370
ART
21400150