Limit infimum results for subsequences of partial sums and random sums
Let be a sequence of i.i.d. valued random variables with distribution function F. Let . When F belongs to the domain of normal attraction of a Stable law, the law of iterated logarithm has been obtained for subsequences of (Sn) and extended to random subsequences.
Volume (Year): 71 (2005)
Issue (Month): 2 (February)
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- Vasudeva, R. & Divanji, G., 1991. "Law of iterated logarithm for random subsequences," Statistics & Probability Letters, Elsevier, vol. 12(3), pages 189-194, September.
- Vasudeva, R. & Savitha, S., 1993. "On the increments of Weiner process - A look through subsequences," Stochastic Processes and their Applications, Elsevier, vol. 47(1), pages 153-158, August.
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