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Precise Asymptotics in Spitzer's Law of Large Numbers

✍ Scribed by Aurel Spătaru

Book ID
110409742
Publisher
Springer US
Year
1999
Tongue
English
Weight
238 KB
Volume
12
Category
Article
ISSN
0894-9840

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✍ Allan Gut; Aurel Spătaru 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 109 KB

of i.i.d. random variables such that EX s 0, let 1 2 Z be a random variable possessing a stable distribution G with exponent ␣, 1 -␣ F 2, assume the distribution of X is attracted to G, and set S s X n 1 q иии qX . We prove that n p Ž ␣ p rŽ ␣yp..Ž r r py1. r r py2 1 r p yŽ ␣ p rŽ ␣yp..Ž r r py1.