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On the LIL for Self-Normalized Sums of IID Random Variables

✍ Scribed by Evarist Giné; David M. Mason


Book ID
110423958
Publisher
Springer US
Year
1998
Tongue
English
Weight
638 KB
Volume
11
Category
Article
ISSN
0894-9840

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The moderate deviation principle for sel
✍ Bin Qian; Jun Yan 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 326 KB

The corresponding moderate deviation principle follows. The Central Limit theorem has been recently obtained by Pang, Lin and Hwang [T.X. Pang, Z.Y. Lin, K.S. Hwang, Asymptotics for self-normalized random products of sums of i.i.d. random variables, J. Math. Anal. Appl. 334 (2007) 1246-1259].