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Limiting behavior of weighted sums with stable distributions

โœ Scribed by Chen Pingyan

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
115 KB
Volume
60
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

We present an integral test to determine the limiting behavior of weighted sums of independent, symmetric random variables with stable distributions, and deduce Chover-type laws of the iterated logarithm for them.

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