Research output: Contribution to journal › Article › peer-review
We find a universal norming sequence in strong limit theorems for increments of sums of i.i.d. random variables with finite first moments and finite second moments of positive parts. Under various one-sided moment conditions our universal theorems imply the following results for sums and their increments: the strong law of large numbers, the law of the iterated logarithm, the Erdos-Rényi law of large numbers, the Shepp law, one-sided versions of the Csörgo-Révész strong approximation laws. We derive new results for random variables from domains of attraction of a normal law and asymmetric stable laws with index α ∈ (1,2).
| Original language | English |
|---|---|
| Pages (from-to) | 333-359 |
| Number of pages | 27 |
| Journal | Studia Scientiarum Mathematicarum Hungarica |
| Volume | 39 |
| Issue number | 3-4 |
| DOIs | |
| State | Published - 2002 |
ID: 75021190