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Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions

โœ Scribed by BASAK, GOPAL K; BISWAS, ARUNANGSHU

Book ID
120251302
Publisher
Indian Academy of Sciences
Year
2013
Tongue
English
Weight
224 KB
Volume
123
Category
Article
ISSN
0253-4142

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๐Ÿ“œ SIMILAR VOLUMES

The moderate deviation principle for sel
The moderate deviation principle for self-normalized sums of sums of i.i.d. random variables
โœ Bin Qian; Jun Yan ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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].