An exponential limit distribution is obtained for stopping times associated with partial sums of independent, identically distributed random variables whose distribution function is slowly varying at infinity. It is also demonstrated that a generalized law of the iterated logarithm cannot obtain in such a case.
Publié le : 1979-12-14
Classification:
Random walk,
stopping time,
slowly varying,
generalized law of the iterated logarithm,
60F05,
60F15
@article{1176994903,
author = {Teicher, Henry},
title = {Rapidly Growing Random Walks and an Associated Stopping Time},
journal = {Ann. Probab.},
volume = {7},
number = {6},
year = {1979},
pages = { 1078-1081},
language = {en},
url = {http://dml.mathdoc.fr/item/1176994903}
}
Teicher, Henry. Rapidly Growing Random Walks and an Associated Stopping Time. Ann. Probab., Tome 7 (1979) no. 6, pp. 1078-1081. http://gdmltest.u-ga.fr/item/1176994903/