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A strong approximation for logarithmic averages of partial sums of random variables

✍ Scribed by G. Hurelbaatar


Publisher
Springer Netherlands
Year
1995
Tongue
English
Weight
449 KB
Volume
31
Category
Article
ISSN
0031-5303

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Let Xi, i = 1, 2, . . ., be i.i.d. symmetric random variables in the domain of attraction of o symmetric stable distribution (J, with 0 < a < 2. Let Yj, i = 1, 2, ..., be ii.d. symmetric stable random variables with the common distribution a,. It is known that under certain condi-