Counting occurrences in almost sure limit theorems

• Autorzy: Rita Giuliano-Antonini , Michel Weber
• Języki publikacji: EN

Abstrakty

EN

Let X,X₁,X₂,... be a sequence of i.i.d. random variables with $X ∈ L^{p}$, 0 < p ≤ 2. For n ≥ 1, let Sₙ = X₁ + ⋯ + Xₙ. Developing a preceding work concerning the L²-case only, we compare, under strictly weaker conditions than those of the central limit theorem, the deviation of the series $∑_{n} wₙ 1_{Sₙ

Kategorie tematyczne

• 60G50: Sums of independent random variables; random walks
• 60F15: Strong theorems
• 60F05: Central limit and other weak theorems
• 60E07: Infinitely divisible distributions; stable distributions

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Colloquium Mathematicum
• Rocznik: 2005
• Tom: 102
• Numer: 2
• Strony: 271-290

Daty

wydano

2005

Twórcy

autor

Rita Giuliano-Antonini

• Dipartimento di Matematica, Università di Pisa, Via F. Buonarroti, 2, 56127 Pisa, Italy

autor

Michel Weber

• Mathématique (IRMA), Université Louis-Pasteur, 7, rue René Descartes, 67084 Strasbourg Cedex, France

Identyfikatory

DOI

10.4064/cm102-2-8