A law of the iterated logarithm for randomly stopped sums of heavy tailed random vectors
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Publication:1587356
DOI10.1007/s006050070031zbMath0964.60034OpenAlexW2068769502MaRDI QIDQ1587356
Peter Becker-Kern, Hans-Peter Scheffler
Publication date: 6 February 2001
Published in: Monatshefte für Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s006050070031
law of the iterated logarithmoperator semistable lawsrandomly stopped sumsgeneralized domains of semistable attractionregularly varying measures
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)
Related Items (5)
Invariance principles for generalized domains of semistable attraction ⋮ Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables ⋮ Almost sure limit theorems of mantissa type for semistable domains of attraction ⋮ Chover-type laws of the iterated logarithm for continuous time random walks ⋮ A LIL and limit distributions for trimmed sums of random vectors attracted to operator semi-stable laws
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