A law of the iterated logarithm for heavy-tailed random vectors

DOI10.1007/PL00008729zbMath0960.60022OpenAlexW1974091002MaRDI QIDQ1974439

Hans-Peter Scheffler

Publication date: 7 May 2000

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00008729

zbMATH Keywords

large deviationdomain of semistable attractionregularly varying measuresoperator semistable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (4)

Invariance principles for generalized domains of semistable attraction ⋮ Critical Ising model on random triangulations of the disk: enumeration and local limits ⋮ Large deviations for sums of random vectors attracted to operator semi-stable laws ⋮ A LIL and limit distributions for trimmed sums of random vectors attracted to operator semi-stable laws

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