Chover's law of the iterated logarithm for weighted sums with application

Pingyan Chen, Yongcheng Qi

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

Consider weighted sums of independent variables with a common distribution function in the domain of attraction of a stable law. Peng and Qi (2003) established the Chover-type law of the iterated logarithm. This paper extends the law to a larger class of weighted sums. As an application, it is shown that the Chover-type law of the iterated logarithm for products of sums holds when the underlying distribution is in the domain of attraction of a stable law with an exponent larger than one.

Original languageEnglish (US)
Pages (from-to)45-60
Number of pages16
JournalSankhya: The Indian Journal of Statistics
Volume68
Issue number1
StatePublished - Feb 1 2006

Keywords

  • Domain of attraction
  • Laws of the iterated logarithm
  • Product of sum
  • Stable law
  • Weighted sum

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