Converses to the Csörgo-Révész laws › SPbU Researchers Portal

DOI

https://doi.org/10.1016/j.spl.2004.12.010
Final published version

Andrei N. Frolov

We obtain converses to the one-sided strong laws for large increment of sums of independent identically distributed (i.i.d.) random variables with a distribution from the domain of attraction of a normal law or a completely asymmetric stable law with index α ∈ (1,2).

Original language	English
Pages (from-to)	113-123
Number of pages	11
Journal	Statistics and Probability Letters
Volume	72
Issue number	2
DOIs	https://doi.org/10.1016/j.spl.2004.12.010
State	Published - 15 Apr 2005

Research areas

Csörgo-Révész laws, Erdos-Rényi law, Increments of sums of independent random variables, Large increments, Law of the iterated logarithm, One-sided strong laws, Strong approximation laws

Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

ID: 75021826