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Strong Approximations for Partial Sums of Random Variables Attracted to a Stable Law

✍ Scribed by Gerd Christoph

Publisher: John Wiley and Sons
Year: 1987
Tongue: English
Weight: 337 KB
Volume: 134
Category: Article
ISSN: 0025-584X
DOI: 10.1002/mana.19871340120

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✦ Synopsis

Let Xi, i = 1, 2, . . ., be i.i.d. symmetric random variables in the domain of attraction of o symmetric stable distribution (J, with 0 < a < 2. Let Yj, i = 1, 2, ..., be ii.d. symmetric stable random variables with the common distribution a,. It is known that under certain condi-

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