A law of the iterated logarithm for heavy-tailed random vectors
type: Item
instance of: scholarly article
title: A law of the iterated logarithm for heavy-tailed random vectors
zbMATH Open document ID: 0960.60022
DOI: 10.1007/PL00008729
publication date: 2000-05-07T00:00:00Z
review text: Some generalizations of \textit{J. Chover}'s law of the iterated logarithm [Proc. Am. Math. Soc. 17, 441-443 (1966; Zbl 0144.40503)] for partial sums of independent and identically distributed random vectors belonging to the domain of attraction of nonnormal operator semistable distribution are proved. Some large deviation results necessary for the proofs are derived.
reviewed by: Nijolė Kalinauskaitė
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 1439656
zbMATH Keywords: large deviation
zbMATH Keywords: operator semistable law
zbMATH Keywords: domain of semistable attraction
zbMATH Keywords: regularly varying measures
author: Hans-Peter Scheffler
MaRDI profile type: Publication
full work available at URL: pl00008729
OpenAlex ID: W1974091002
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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description: scientific article; zbMATH DE number 1439656