Title of article :
Strassen-type law of the iterated logarithm for self-normalized increments of sums
Author/Authors :
Cs?rg?، نويسنده , , Mikl?s and Hu، نويسنده , , Zhishui and Mei، نويسنده , , Hongwei، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2012
Abstract :
Let { X , X n , n ≥ 1 } be a sequence of independent identically distributed random variables with E X = 0 and assume that E X 2 I ( | X | ≤ x ) is slowly varying as x → ∞ , i.e., X is in the domain of attraction of the normal law. In this paper it is shown that a Strassen-type functional law of the iterated logarithm holds for self-normalized increments of sums of such random variables.
Keywords :
Strassen-type law of the iterated logarithm , Domain of attraction of the normal law , Self-normalized increments of sums
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications