LAW OF ITERATED LOGARITHM FOR RANDOM SUBSEQUENCES

被引：2
作者：
VASUDEVA, R
DIVANJI, G
机构：
[1] UNIV MYSORE,MYSORE 570006,KARNATAKA,INDIA
[2] SRI KRISHNADEVARAYA UNIV,DEPT STAT,ANANTAPUR 515003,INDIA
来源：
STATISTICS & PROBABILITY LETTERS | 1991年 / 12卷 / 03期
关键词：
LAW OF ITERATED LOGARITHM; RANDOM SUBSEQUENCES; DOMAIN OF PARTIAL ATTRACTION; SEMI-STABLE LAW;
D O I：
10.1016/0167-7152(91)90076-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let (X(n), n greater-than-or-equal-to 1) be a sequence of i.i.d. positive valued random variables with a common distribution function F and let S(n) = SIGMA-j(n) = 1X(j), n greater-than-or-equal-to 1. When F belongs to the domain of partial attraction of a positive semi-stable law, Chover's form of the law of the iterated logarithm has been obtained for random subsequences of (S(n)).
引用
收藏
页码：189 / 194
页数：6
相关论文
共 10 条
  • [1] A LAW OF ITERATED LOGARITHM FOR STABLE SUMMANDS
    CHOVER, J
    [J]. PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1966, 17 (02) : 441 - &
  • [2] ITERATED LOGARITHM LAWS WITH RANDOM SUBSEQUENCES
    CHOW, YS
    TEICHER, H
    WEI, CZ
    YU, KF
    [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 57 (02): : 235 - 251
  • [3] DIVANJI G, 1989, SANKHYA SER A, V51, P196
  • [4] Feller W., 1966, INTRO PROBABILITY TH, V2
  • [5] GNEDENKO B. V., 1954, LIMIT DISTRIBUTIONS
  • [6] GUT A, 1986, PROBAB MATH STAT, V7, P27
  • [7] ON LARGE DEVIATION PROBLEMS FOR SUMS OF RANDOM VARIABLES WHICH ARE NOT ATTRACTED TO NORMAL LAW
    HEYDE, CC
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (05): : 1575 - &
  • [8] Kruglov V. M., 1972, Theory of Probability and Its Applications, V17, P685, DOI 10.1137/1117081
  • [9] [No title captured]
  • [10] [No title captured]
1