Converses to the Csörgo-Révész laws
We obtain converses to the one-sided strong laws for large increment of sums of independent identically distributed (i.i.d.) random variables with a distribution from the domain of attraction of a normal law or a completely asymmetric stable law with index [alpha][set membership, variant](1,2).
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Volume (Year): 72 (2005)
Issue (Month): 2 (April)
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- Frolov, Andrei N., 1998. "On one-sided strong laws for large increments of sums," Statistics & Probability Letters, Elsevier, vol. 37(2), pages 155-165, February.
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