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Precise asymptotics in self-normalized sums of iterated logarithm for multidimensionally indexed random variables

✍ Scribed by Chaowei Jiang; Xiaorong Yang


Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2007
Tongue
English
Weight
138 KB
Volume
22
Category
Article
ISSN
1005-1031

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📜 SIMILAR VOLUMES


Precise asymptotics in some strong limit
✍ Allan Gut; Aurel Spătaru 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 257 KB

-the positive d-dimensional lattice points with partial ordering p; let fX k ; kAZ d þ g be i.i.d. random variables with mean 0, and set S n ¼ P kpn X k ; nAZ d þ : We establish precise asymptotics for P n jnj r=pÀ2 PðjS n jXejnj 1=p Þ; and for P n ðlog jnjÞ d jnj PðjS n jX e ffiffiffiffiffiffiffiff