Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables

We consider independent random variables {Xn} with a common distribution function F in the domain of attraction of an asymmetric stable law with exponent α≠1, and we prove limit infimum results for subsequences of partial sums of Xn and random sums.

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Year of publication:	2014
Authors:	Sreehari, Maddipatla ; Divanji, Gooty
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 95.2014, C, p. 101-109
Publisher:	Elsevier
Subject:	Law of the iterated logarithm \| Subsequences \| Asymmetric stable law \| Domain of attraction \| Random sums \| Regularly varying function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039934