The law of the iterated logarithm for random variables with heavy tails and empirical processes

DOI10.1007/BF00970843zbMath0754.60012OpenAlexW2321940167MaRDI QIDQ1813411

Rimas Norvaiša

Publication date: 25 June 1992

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00970843

zbMATH Keywords

law of iterated logarithmslowly varying functionweighted uniform empirical distribution function

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

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• Large sample behaviour of the product-limit estimator on the whole line
• Rates of growth and sample moduli for weighted empirical processes indexed by sets
• A martingale inequality for the empirical process
• Some stability results for vector valued random variables
• Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales
• Laws of the iterated logarithm for symmetric stable processes
• Subrepresentations of Direct Integrals and Finite Volume Homogeneous Spaces
• Sums of independent Banach space valued random variables
• Regularly varying functions

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