Limiting behavior of delayed sums under a non-identically distribution setup

Author:

Pingyan Chen1

Affiliation:

1. Jinan University, China

Abstract

We present an accurate description the limiting behavior of delayed sums under a non-identically distribution setup, and deduce Chover-type laws of the iterated logarithm for them. These complement and extend the results of Vasudeva and Divanji (Theory of Probability and its Applications, 37 (1992), 534-542).

Publisher

FapUNIFESP (SciELO)

Subject

Multidisciplinary

Reference12 articles.

1. Limiting behavior of weighted sums with stable distributions;CHEN PY;Statist Probab Letters,2002

2. On Chover's LIL for Weighted Sums of Stable random Variables;CHEN PY;Sankhya: Indian J Statist,2004

3. On Chover's LIL for the weighted sums of stable random variables;CHEN PY;Acta Math Sci Ser B Engl, ed.,2003

4. A law of the iterated logarithm for stable summands;CHOVER J;Proc Amer Math Soc,1966

5. Limiting behavior of weighted sums of independent random variables;CHOW YS;Ann Probab,1973

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Limiting behavior of generalized delayed average of random sequence;Mathematica Slovaca;2014-08-01

2. On strong limit theorems concerning delayed sums of a random sequence;Acta Mathematica Hungarica;2013-09-25

3. Some generalized limit theorems concerning delayed sums of random sequence;Applied Mathematics-A Journal of Chinese Universities;2013-03

4. Limit theorems for delayed sums of random sequence;Journal of Inequalities and Applications;2012-05-31

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