An exact asymptotic for the square variation of partial sum processes

DOI10.1214/14-AIHP617zbMath1329.60066arXiv1106.0783MaRDI QIDQ902883

N. E. Zubov

Publication date: 4 January 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.0783

zbMATH Keywords

random walkslaw of iterated logarithmpartial sum processessquare variation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (1)

Estimates for the square variation of partial sums of Fourier series and their rearrangements

Cites Work

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• Advanced Probability Theory, Second Edition,
• Probability Inequalities for Sums of Bounded Random Variables
• On the Law of the Iterated Logarithm

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