A self-normalized Erdős-Rényi type strong law of large numbers

DOI10.1016/0304-4149(94)90117-1zbMath0796.60032OpenAlexW1995483874MaRDI QIDQ1327544

Miklós Csörgő, Qui-Man Shao

Publication date: 20 September 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90117-1

zbMATH Keywords

moment generating functionErdős-Rényi theoremself-normalized increments of partial sums

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (3)

Self-normalized large deviations ⋮ Self-normalized moderate deviations for independent random variables ⋮ Strassen-type law of the iterated logarithm for self-normalized increments of sums

Cites Work

• Unnamed Item
• Self-normalized laws of the iterated logarithm
• Studentized increments of partial sums
• On a problem of Csörgö and Révész
• On a new law of large numbers
• On a Necessary Condition for the Erdos-Renyi Law of Large Numbers
• A converse to the law of the iterated logarithm
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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