Vasudeva, R. (2018) Functional law of the iterated logarithm for partial sum processes of non-negative valued iid random variables belonging to the domain of partial attraction of a semi-stable law. Statistics & Probability Letters, 137. 34 - 39. ISSN 0167-7152
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Official URL: https://doi.org/10.1016/j.spl.2017.12.003
Abstract
Let (Xn) be a sequence of independent and identically distributed non-negative valued random variables defined over a common probability space and let F denote the common distribution function. Set Sn=X1+X2+⋯+Xn and denote infx;n(1−F(x))≤1 by Bn,n≥1. Assuming that F belongs to the domain of partial attraction of a positive semi-stable law, we obtain the set of almost sure limit functions of Bn−1Snt1loglogn,t∈0,1, under M1-topology.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Semi-stable laws, Domain of partial attraction, Law of iterated logarithm, Almost sure limit function |
| Subjects: | E Mathematical Science > Statistics |
| Divisions: | Department of > Statistics |
| Depositing User: | Manjula P Library Assistant |
| Date Deposited: | 09 Jul 2019 06:06 |
| Last Modified: | 09 Jul 2019 06:06 |
| URI: | http://eprints.uni-mysore.ac.in/id/eprint/4976 |
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