Abstract
In this paper, a Chover-type law of the iterated logarithm is established for the weighted sums of independent and identically distributed random variables with a distribution in the domain of attraction of a stable law.
Original language | English (US) |
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Pages (from-to) | 401-410 |
Number of pages | 10 |
Journal | Statistics and Probability Letters |
Volume | 65 |
Issue number | 4 |
DOIs | |
State | Published - Dec 15 2003 |
Keywords
- Almost sure convergence
- Chover-type law of the iterated logarithm
- Stable law
- Weighted sum