A law of the iterated logarithm for stable summands

Author:

Pakshirajan R. P.,Vasudeva R.

Abstract

Let X 1 , X 2 , {X_1},{X_2}, \ldots be a sequence of independent indentically distributed stable random variables with parameters α ( 0 > α > 2 ) \alpha \;(0 > \alpha > 2) and β ( | β | 1 ) \beta (|\beta | \leqslant 1) . Let S n = i = 1 n X i {S_n} = \sum \nolimits _{i = 1}^n {{X_i}} . Suppose that ( S 1 , n ) ({S_{1,n}}) and ( S 2 , n ) ({S_{2,n}}) are independent copies of the sequence ( S n ) ({S_n}) . In this paper we obtain the set of all limit points in the plane of the sequence \[ { | n 1 / α ( S 1 , n a n ) | 1 / ( log log n ) , | n 1 / α ( S 2 , n a n ) | 1 / ( log log n ) } \left \{ {|{n^{ - 1/\alpha }}({S_{1,n}} - {a_n}){|^{1/(\log \log n)}},|{n^{ - 1/\alpha }}({S_{2,n}} - {a_n}){|^{1/(\log \log n)}}} \right \} \] where ( a n ) ({a_n}) is zero if α 1 \alpha \ne 1 and is ( 2 β n log n ) / π (2\beta n\log n)/\pi if α = 1 \alpha = 1 .

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference8 articles.

1. A law of the iterated logarithm for stable summands;Chover, Joshua;Proc. Amer. Math. Soc.,1966

2. On the distribution of values of sums of random variables;Chung, K. L.;Mem. Amer. Math. Soc.,1951

3. On the law of the iterated logarithm;Hartman, Philip;Amer. J. Math.,1941

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