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Strassen-type law of the iterated logarithm for self-normalized sums

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Publication:354760
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DOI10.1007/s10959-011-0353-8zbMath1271.60045OpenAlexW2090072844MaRDI QIDQ354760

Miklós Csörgő, Hongwei Mei, Zhishui Hu

Publication date: 19 July 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-011-0353-8


zbMATH Keywords

self-normalized sumsdomain of attraction of the normal lawStrassen-type law of the iterated logarithm


Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)




Cites Work

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  • Self-normalized laws of the iterated logarithm
  • Self-normalized Cramér-type large deviations for independent random variables.
  • Towards a universal self-normalized moderate deviation
  • Self-Normalized Processes
  • A glimpse of the impact of pál erdős on probability and statistics
  • An invariance principle for the law of the iterated logarithm
  • A converse to the law of the iterated logarithm
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