Abstract:
Let {pn,n≥0} be a sequence of real numbers with pn∼R(n), R(⋅) a regular varying function with index greater than −1/α(0<α<2). We prove the Chover-type law of the iterated logarithm for the (Jp) power transform of sequence {Xn,n≥0} of independent identically distributed stable random variables with exponent α.
Keywords:
summability method, stable distribution, law of iterated logarithm.
Citation:
Ch. Pingyan, “The Chover-type law of the iterated logarithm for certain power series”, Teor. Veroyatnost. i Primenen., 50:3 (2005), 605–612; Theory Probab. Appl., 50:3 (2006), 497–505
\Bibitem{Pin05}
\by Ch.~Pingyan
\paper The Chover-type law of the iterated logarithm for certain power series
\jour Teor. Veroyatnost. i Primenen.
\yr 2005
\vol 50
\issue 3
\pages 605--612
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\transl
\jour Theory Probab. Appl.
\yr 2006
\vol 50
\issue 3
\pages 497--505
\crossref{https://doi.org/10.1137/S0040585X97981950}
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Linking options:
https://www.mathnet.ru/eng/tvp102
https://doi.org/10.4213/tvp102
https://www.mathnet.ru/eng/tvp/v50/i3/p605
This publication is cited in the following 1 articles:
Chen P.Ya., Hu T.Ch., “Limiting Behavior for Random Elements with Heavy Tail”, Taiwan. J. Math., 16:1 (2012), 217–236