On the limit behavior of increments of sums of independent random variables from domains of attraction of asymmetric stable distributions

DOI10.3103/S1063454111020129zbMath1296.60077OpenAlexW2045808960MaRDI QIDQ1759518

M. N. Terterov

Publication date: 21 November 2012

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454111020129

zbMATH Keywords

independent random variablesalmost sure convergenceincrements of sumsasymmetric stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

• Limit laws of Erdős-Rényi-Shepp type
• Improved Erdoes-Renyi and strong approximation laws for increments of partial sums
• Maxima of increments of partial sums for certain subexponential distributions
• On a new law of large numbers
• A Limit Law Concerning Moving Averages

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