Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
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Publication:2565360
DOI10.1214/aop/1065725185zbMath0869.60025OpenAlexW1791370121MaRDI QIDQ2565360
Publication date: 1 September 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1065725185
Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10) Self-similar stochastic processes (60G18)
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