An almost sure limit theorem for the product of partial sums with stable distribution

DOI10.1016/J.SPL.2008.06.003zbMath1154.60318OpenAlexW2092590883MaRDI QIDQ958931

Khurelbaatar Gonchigdanzan

Publication date: 10 December 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.06.003

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (5)

On the functional limits for partial sums under stable law ⋮ On the almost sure central limit theorem for self-normalized products of partial sums of \(\phi \)-mixing random variables ⋮ An improved result in almost sure central limit theory for products of partial sums with stable distribution ⋮ An almost sure central limit theorem for self-normalized products of sums of i.i.d. random variables ⋮ Moderate deviations principle for products of sums of random variables

Cites Work

• Some limit theorems in log density
• The asymptotic distribution of sums of records
• Limit distributions for products of sums.
• Asymptotics for products of sums and \(U\)-statistics
• A note on the almost sure limit theorem for the product of partial sums
• Convergence of moments and related functional in the general central limit theorem in banach spaces
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