@article{ZNSL_2024_535_a2,
author = {A. S. Bogarev},
title = {On the asymptotic behaviour for increments of homogeneous processes with independent increments},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {32--39},
year = {2024},
volume = {535},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2024_535_a2/}
}
A. S. Bogarev. On the asymptotic behaviour for increments of homogeneous processes with independent increments. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 36, Tome 535 (2024), pp. 32-39. http://geodesic.mathdoc.fr/item/ZNSL_2024_535_a2/
[1] L. A. Shepp, “A limit law concerning moving averages”, Ann. Math. Statist., 35 (1964), 424–428 | DOI | MR | Zbl
[2] P. Erdös, A. Rényi, “On a new law of large numbers”, J. Anal. Math., 23 (1970), 103–111 | DOI | MR | Zbl
[3] S. Csörgö, “Erdös–Rényi laws”, Ann. Statist., 7:4 (1979), 772–787 | DOI | MR | Zbl
[4] P. Deheuvels, L. Devroye, “Limit laws of Erdës–Rényi–Shepp type”, Ann. Probab., 15:4 (1987), 1363–1386 | DOI | MR | Zbl
[5] D. M. Mason, “An extended version of the Erdös – Rényi strong law of large numbers”, Ann. Probab., 17:1 (1989), 257–265 | DOI | MR | Zbl
[6] M. Csörgö, P. Révész, Strong Approximations in Probability and Statistics, Academic Press, New York–London, 1981 | MR | Zbl
[7] H. Lanzinger, “A law of the single logarithm for moving averages of random variables under exponential moment conditions”, Studia Sci. Math. Hungar., 36 (2000), 65–91 | MR | Zbl
[8] H. Lanzinger, U. Stadtmüller, “Maxima of increments of partial sums for certain subexponential distributions”, Stoch. Process. Appl., 86 (2000), 307–322 | DOI | MR | Zbl
[9] A. N. Frolov, “On one-sided strong laws for large increments of sums”, Statist. Probab. Lett., 37 (1998), 155–165 | DOI | MR | Zbl
[10] A. N. Frolov, “One-sided strong laws for increments of sums of i.i.d. random variables”, Studia Sci. Math. Hungar., 39:3–4 (2002), 333–359 | MR | Zbl
[11] M. N Terterov, “O predelnom povedenii priraschenii summ nezavisimykh sluchainykh velichin iz oblastei prityazheniya asimmetrichnykh ustoichivykh raspredelenii”, Vestnik Sankt-Peterburgskogo universiteta, ser. 1. Matematika, mekhanika, astronomiya, 2011, no. 2, 95–103 | MR
[12] A. N. Frolov, “Universalnye predelnye teoremy dlya priraschenii protsessov s nezavisimymi prirascheniyami”, Teoriya veroyatn. i ee primen., 49:3 (2004), 601–609 | DOI
[13] A. N. Frolov, Universal theory for strong limit theorems of probability, World Scientific, Singapore, 2019 | MR