A generalization of Strassen's functional LIL
| dc.creator | Einmahl, Uwe | |
| dc.date | 2006-01-25 | |
| dc.date | 2006-08-25 | |
| dc.date.accessioned | 2026-07-07T06:59:17Z | |
| dc.date.available | 2026-07-07T06:59:17Z | |
| dc.description | Let X_1,X_2, . . . be a sequence of i.i.d. mean zero random variables and let S_n the sum of the first n random variables. We show that whenever lim sup_n |S_n|/c_n is finite with probability one and the normalizing sequence {c_n} is sufficiently regular, the corresponding normalized partial sum process sequence is relatively compact in C[0, 1] with canonical cluster set. Combining this result with some LIL type results in the infinite variance case, we obtain Strassen type results in this setting. | |
| dc.description | 16 pages | |
| dc.identifier | https://arxiv.org/abs/math/0601613 | |
| dc.identifier | http://arxiv.org/abs/math/0601613 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/107693 | |
| dc.subject | Probability | |
| dc.subject | 60F17 | |
| dc.title | A generalization of Strassen's functional LIL | |
| dc.type | text |