On the asymptotic behavior of the large increments of sums of independent random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 2, pp. 366-374
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We investigate the asymptotic behavior almost surely of the large increments (that is, exceeding in order the logarithm) of sums of nonidentically distributed random variables with zero means, finite variances, and the moment generating functions being finite within an interval with the left end at zero. The theorems obtained generalize the known results of Csorgo and Revesz.
Keywords:
increments of sums of independent random variables, strong approximation laws, Erdos–Renyi law, Shepp law.
Mots-clés : large increments
Mots-clés : large increments
@article{TVP_2002_47_2_a13,
author = {A. N. Frolov},
title = {On the asymptotic behavior of the large increments of sums of independent random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {366--374},
year = {2002},
volume = {47},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a13/}
}
A. N. Frolov. On the asymptotic behavior of the large increments of sums of independent random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 2, pp. 366-374. http://geodesic.mathdoc.fr/item/TVP_2002_47_2_a13/