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
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