Title of article :
Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables
Author/Authors :
Gut، نويسنده , , Allan and Sp?taru، نويسنده , , Aurel، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2003
Abstract :
Consider Z+d (d⩾2)—the positive d-dimensional lattice points with partial ordering ⩽, let {Xk,k∈Z+d} be i.i.d. random variables with mean 0, and set Sn=∑k⩽nXk, n∈Z+d. We establish precise asymptotics for ∑n|n|r/p−2P(|Sn|⩾ε|n|1/p), and for ∑n(log |n|)δ|n| P(|Sn|⩾ε|n| log |n|), (0⩽δ⩽1) as ε↘0, and for ∑{n:|n|⩾3}1|n| log |n|P(|Sn|⩾ε|n| log log |n|) as ε↘2(d−1)EX2.
Keywords :
domain of attraction , Strong law , Multidimensional indices , Law of the iterated logarithm , stable distributions , Tail probabilities of sums of i.i.d. random variables
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis