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Distribution of the maximum of sums of random variables belonging to the region of attraction of a stable law

✍ Scribed by A. K. Aleškevičienė

Publisher
Springer
Year
1974
Tongue
English
Weight
610 KB
Volume
14
Category
Article
ISSN
0363-1672

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Strong Approximations for Partial Sums o
Strong Approximations for Partial Sums of Random Variables Attracted to a Stable Law
✍ Gerd Christoph 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 337 KB 👁 1 views

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-