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Persistent link: https://www.econbiz.de/10015064050
Let (Xn, n [greater-or-equal, slanted] 1) be a sequence of i.i.d. positive valued random variables with a common distribution function F and let Sn = [Sigma]nj=1 Xj, n [greater-or-equal, slanted] 1. When F belongs to the domain of partial attraction of a positive semi-stable law, Chover's form...
Persistent link: https://www.econbiz.de/10005138378
Let W(t) be a standard Wiener process and let where at is a nondecreasing function of t with 0 < at [less-than-or-equals, slant] t and t-1at nonincreasing. Let (tk) be some increasing sequence diverging to [infinity]. In this paper we study the almost sure behaviour of lim supk-->[infinity][beta]tk sup0[less-than-or-equals, slant]s[less-than-or-equals, slant]atk W(tk+s) - W(tk) .
Persistent link: https://www.econbiz.de/10008873957
Let X(t), t[epsilon][0,[infinity]) be a stable subordinator defined on a probability space ([omega], H, P) and let ar,t0, be a non-negative valued function. Under certain conditions on at, it is shown that there exists a function [beta](t) such that Also, iterated logarithm results for...
Persistent link: https://www.econbiz.de/10008874790
We show that randomly stopped partial sums of nonnegative i.i.d. sequences with a geometric stopping variable, inherit some nonparametric class properties defined via the Laplace ordering and that the corresponding converses also hold. Our findings extend earlier results in this direction...
Persistent link: https://www.econbiz.de/10005211955
Persistent link: https://www.econbiz.de/10010539339