Precise Asymptotics in Wichura's Law of Iterated Logarithm
Abstract
Gooty Divanji*, Kokkada Vidyalaxmi and K. N. Raviprakash
Let fXn; n 1g be a sequence of independent and identically distributed random variables with a common distribution
function F = P(X x) in the domain of attraction of a asymmetric stable law, with index , 1 < < 2 and set
Sn =
Pn
k=1
Xk. We prove that,
lim
"!0
p
"
X
n3
1
n
P (Sn (
Share this article