Title of article
Precise asymptotics in the self-normalized law of the iterated logarithm
Author/Authors
Tian-Xiao Pang، نويسنده , , Li-xin Zhang، نويسنده , , Jianfeng Wang، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2008
Pages
14
From page
1249
To page
1262
Abstract
Let X,X1,X2, . . . be i.i.d. nondegenerate random variables with zero means, Sn = n
j=1 Xj and V 2
n = n
j=1 X2
j. We investigate
the precise asymptotics in the law of the iterated logarithm for self-normalized sums, Sn/Vn, also for the maximum of
self-normalized sums, max1 k n |Sk|/Vn, when X belongs to the domain of attraction of the normal law.
© 2007 Elsevier Inc. All rights reserved
Keywords
Precise asymptotics , law of the iterated logarithm , Self-normalized sums
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2008
Journal title
Journal of Mathematical Analysis and Applications
Record number
936827
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