A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution (Q1100802)
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scientific article; zbMATH DE number 4044853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution |
scientific article; zbMATH DE number 4044853 |
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A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution (English)
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1988
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The main result is: partial sums of i.i.d. r.v. when suitably normed and centred \((S_ n-a_ n)/B_ n\) are in the domain of partial attraction of the normal distribution iff the set of almost sure limit points of the random polygon as a sequence in C[0,1] or of the partial sum process \((S_{[nt]}-a_{[nt]})/B_ n\) as a sequence in D[0,1], equals to the unit ball of absolutely continuous functions in \(L_ 2\) metric. It is proved that the same statement holds true after removing a fixed number of terms of largest modulus from \(S_ n\).
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functional law of iterated logarithm
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trimmed variables
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domain of partial attraction
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