On the asymptotic behavior of the large increments of sums of independent random variables

被引：0

作者：

Frolov, AN ^{[1
]}

机构：

[1] St Petersburg State Univ, Math Mech Dept, St Petersburg 198904, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2002年 / 47卷 / 02期

关键词：

increments of sums of independent random variables; large increments; strong approximation laws; Erdos-Renyi law; Shepp law;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：315 / 323

页数：9

共 50 条

[21] LARGE DEVIATIONS OF SUMS OF INDEPENDENT RANDOM-VARIABLES
NAGAEV, SV
ANNALS OF PROBABILITY, 1979, 7 (05): : 745 - 789
[22] Asymptotic Behavior of Maxima of Independent Random Variables
Ivan Matsak
Lithuanian Mathematical Journal, 2019, 59 : 185 - 197
[23] ON PROBABILITIES OF LARGE DEVIATIONS FOR SUMS OF INDEPENDENT RANDOM VARIABLES
PETROV, VV
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (02): : 287 - &
[24] Asymptotic Behavior of Maxima of Independent Random Variables
Matsak, Ivan
LITHUANIAN MATHEMATICAL JOURNAL, 2019, 59 (02) : 185 - 197
[25] L 1 bounds for asymptotic normality of random sums of independent random variables
Sunklodas, Jonas Kazys
LITHUANIAN MATHEMATICAL JOURNAL, 2013, 53 (04) : 438 - 447
[26] LARGE DEVIATIONS OF SUMS OF INDEPENDENT RANDOM-VARIABLES
MONTGOMERY, HL
ODLYZKO, AM
ACTA ARITHMETICA, 1988, 49 (04) : 427 - 434
[27] ON THE ASYMPTOTIC EQUIDISTRIBUTION OF SUMS OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM-VARIABLES
STADJE, W
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1989, 25 (02): : 195 - 203
[28] Asymptotic results for empirical measures of weighted sums of independent random variables
Bercu, Bernard
Bryc, Wlodzimierz
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2007, 12 : 184 - 198
[29] On the asymptotic behavior of self-normed sums of random variables
Egorov, VA
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1997, 41 (03) : 542 - 548
[30] On the asymptotic independent representations for sums of some weakly dependent random variables
Aguech, Rafik
Louhichi, Sana
Louhichi, Sofyen
STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA, 2006, 43 (01) : 33 - 46

← 1 2 3 4 5 →