• Title of article

    A Remark on the Kolmogorov Law of the Iterated Logarithm

  • Author/Authors

    Rozovsky، L. V. نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2003
  • Pages
    -170
  • From page
    171
  • To page
    0
  • Abstract
    We show that, despite the lack of asymptotic distributions in the usual sense, the distribution functions of suitably centered and normalized partial sums of independent and identically distributed random variables from the domain of geometric partial attraction of a semistable law merge together uniformly with a family of semistable distribution functions. More generally, even the corresponding, possibly lightly trimmed sums merge. Analogous merge results hold also for sample extremes. The main result is illustrated on generalized St. Petersburg games.
  • Keywords
    law of the iterated logarithm , independent bounded random variables
  • Journal title
    Theory of Probability and Its Applications
  • Serial Year
    2003
  • Journal title
    Theory of Probability and Its Applications
  • Record number

    73187