Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables

DOI10.1016/j.spl.2014.07.027zbMath1306.60022OpenAlexW1965079940MaRDI QIDQ464473

Gooty Divanji, Sreehari Maddipatla

Publication date: 27 October 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.07.027

zbMATH Keywords

random sumslaw of the iterated logarithmdomain of attractionregularly varying functionasymmetric stable law

Mathematics Subject Classification ID

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

Cites Work

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• Probability theory. A foundational course
• Functional laws of the iterated logarithm for the partial sums of i.i.d. random variables in the asymmetric stable law
• A law of the iterated logarithm for randomly stopped sums of heavy tailed random vectors
• Limit infimum results for subsequences of partial sums and random sums
• Probability Theory with Applications
• On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law

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