The law of the iterated logarithm for random variables with heavy tails and empirical processes (Q1813411)
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scientific article; zbMATH DE number 6292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The law of the iterated logarithm for random variables with heavy tails and empirical processes |
scientific article; zbMATH DE number 6292 |
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The law of the iterated logarithm for random variables with heavy tails and empirical processes (English)
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25 June 1992
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The author gives a bounded (upper bound) law of iterated logarithm for Banach space-valued r.v.s with heavy tails. As a corollary he provides a not very sharp upper bound for weighted uniform empirical distribution functions due to \textit{J. H. J. Einmahl} [Multivariate empirical processes (1987; Zbl 0619.60031)]. The main tools used by him are the theory of slowly varying function and a variant of the Birnbaum and Marshall inequality.
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law of iterated logarithm
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weighted uniform empirical distribution function
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slowly varying function
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