Chover-type laws of the iterated logarithm for weighted sums of -mixing sequences.
Cai, Guang-Hui (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “When does a randomly weighted self-normalized sum converge in distribution?”
Chover-type laws of the iterated logarithm for weighted sums of -mixing sequences.
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Ladoucette, Sophie A., Teugels, Jef J. (2006)
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Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences
Jérôme Dedecker, Sana Louhichi (2005)
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We continue the investigation started in a previous paper, on weak convergence to infinitely divisible distributions with finite variance. In the present paper, we study this problem for some weakly dependent random variables, including in particular associated sequences. We obtain minimal conditions expressed in terms of individual random variables. As in the i.i.d. case, we describe the convergence to the gaussian and the purely non-gaussian parts of the infinitely divisible limit....
Strong law of large numbers for -mixing sequences with different distributions.
Cai, Guang-Hui (2006)
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On the bounded laws of iterated logarithm in Banach space
Dianliang Deng (2005)
ESAIM: Probability and Statistics
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In the present paper, by using the inequality due to Talagrand’s isoperimetric method, several versions of the bounded law of iterated logarithm for a sequence of independent Banach space valued random variables are developed and the upper limits for the non-random constant are given.
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Chover-type laws of the iterated logarithm for weighted sums of NA sequences
Guang-hui Cai (2007)
Mathematica Bohemica
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To derive a Baum-Katz type result, a Chover-type law of the iterated logarithm is established for weighted sums of negatively associated (NA) and identically distributed random variables with a distribution in the domain of a stable law in this paper.