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Exact convergence rates in strong approximation laws for large increments of partial sums

โœ Scribed by Paul Deheuvels; Josef Steinebach


Publisher
Springer
Year
1987
Tongue
English
Weight
969 KB
Volume
76
Category
Article
ISSN
1432-2064

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Strong Approximations for Partial Sums o
โœ Gerd Christoph ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 337 KB ๐Ÿ‘ 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-