Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables
Consider Z+d (d[greater-or-equal, slanted]2)--the positive d-dimensional lattice points with partial ordering [less-than-or-equals, slant], let {Xk,k[set membership, variant]Z+d} be i.i.d. random variables with mean 0, and set Sn=[summation operator]k[less-than-or-equals, slant]nXk, n[set membership, variant]Z+d. We establish precise asymptotics for [summation operator]nnr/p-2P(Sn[greater-or-equal, slanted][var epsilon]n1/p), and for , (0[less-than-or-equals, slant][delta][less-than-or-equals, slant]1) as [var epsilon][downward right arrow]0, and for as .
Year of publication: |
2003
|
---|---|
Authors: | Gut, Allan ; Spataru, Aurel |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 86.2003, 2, p. 398-422
|
Publisher: |
Elsevier |
Keywords: | Multidimensional indices Tail probabilities of sums of i.i.d. random variables Stable distributions Domain of attraction Strong law Law of the iterated logarithm |
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