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ON THE RATES OF THE ALMOST SURE CONVERGENCE FOR SELF-NORMALIZED LAW OF THE ITERATED LOGARITHM
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 Title & Authors
ON THE RATES OF THE ALMOST SURE CONVERGENCE FOR SELF-NORMALIZED LAW OF THE ITERATED LOGARITHM
Pang, Tian-Xiao;
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 Abstract
Let {, } be a sequence of i.i.d. nondegenerate random variables which is in the domain of attraction of the normal law with mean zero and possibly infinite variance. Denote , and . Then for d > -1, we showed that under some regularity conditions, holds in this paper, where If g denotes the indicator function.
 Keywords
almost sure convergence;self-normalized;domain of attraction of the normal law;law of the iterated logarithm;
 Language
English
 Cited by
 References
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