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 Csörgo and Révész.

Original languageEnglish
Pages (from-to)315-323
Number of pages9
JournalTheory of Probability and its Applications
Volume47
Issue number2
DOIs
StatePublished - 2003

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

    Research areas

  • Erdös-Rényi law, Increments of sums of independent random variables, Large increments, Shepp law, Strong approximation laws

ID: 75021407