Self-Normalized Laws of the Iterated Logarithm
Griffin, Philip S. ; Kuelbs, James D.
Ann. Probab., Tome 17 (1989) no. 4, p. 1571-1601 / Harvested from Project Euclid
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Using suitable self-normalizations for partial sums of i.i.d. random variables, a law of the iterated logarithm, which generalizes the classical LIL, is proved for all distributions in the Feller class. A special case of these results applies to any distribution in the domain of attraction of some stable law.
Publié le : 1989-10-14
Classification:  Law of the iterated logarithm,  domains of attraction,  self-normalization,  stochastic compactness,  60F15 
@article{1176991175,
     author = {Griffin, Philip S. and Kuelbs, James D.},
     title = {Self-Normalized Laws of the Iterated Logarithm},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 1571-1601},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991175}
}

Griffin, Philip S.; Kuelbs, James D. Self-Normalized Laws of the Iterated Logarithm. Ann. Probab., Tome 17 (1989) no. 4, pp.  1571-1601. http://gdmltest.u-ga.fr/item/1176991175/