Functional local law of the iterated logarithm for geometrically weighted random series.

DOI10.1016/S0167-7152(02)00426-1zbMath1116.60325OpenAlexW2005831331MaRDI QIDQ1423273

Gheorghe Stoica

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00426-1

zbMATH Keywords

logarithmRate of convergenceFunctional local law of the iteratedGeometrically weighted random seriesModerate deviation principle

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (2)

A self-normalized law of the iterated logarithm for the geometrically weighted random series ⋮ Limit theorems for discounted convergent perpetuities

Cites Work

• Unnamed Item
• A strong convergence theorem for Banach space valued random variables
• Strong approximation theorems for geometrically weighted random series and their applications
• Moderate deviations of dependent random variables related to CLT
• A law of the iterated logarithm for random geometric series
• [https://portal.mardi4nfdi.de/wiki/Publication:4084475 Convergence en loi et lois du logarithme it�r� pour les vecteurs gaussiens]

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