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A Strong Invariance Principle for Sums of Random Variables from the Domain of Attraction of a Stable Law

โœ Scribed by Zinchenko, N. M.


Book ID
118224997
Publisher
Society for Industrial and Applied Mathematics
Year
1986
Tongue
English
Weight
494 KB
Volume
30
Category
Article
ISSN
0040-585X

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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-