A Law of the Iterated Logarithm for the Asymmetric Stable Law with Characteristic Exponent One
Mijnheer, J. L.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 358-362 / Harvested from Project Euclid
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A law of the iterated logarithm is proved using an extension of the Borel-Cantelli lemma and the asymptotic expansion of the left tail of this stable law.
Publié le : 1972-02-14
Classification:  
@article{1177692732,
     author = {Mijnheer, J. L.},
     title = {A Law of the Iterated Logarithm for the Asymmetric Stable Law with Characteristic Exponent One},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 358-362},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692732}
}

Mijnheer, J. L. A Law of the Iterated Logarithm for the Asymmetric Stable Law with Characteristic Exponent One. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  358-362. http://gdmltest.u-ga.fr/item/1177692732/