Rates of clustering in the Strassen law for random polygons

A. V. Bulinskii, M. A. Lifshits

Research output

1 Citation (Scopus)

Abstract

For a partial-sum process generated by a sequence of i.i.d. random variables with zero mean and unit variance, necessary and sufficient conditions for clustering to the Strassen ball with a given rate are obtained. The answers are different for fast (super-Gaussian) and slow rates.

Original languageEnglish
Pages (from-to)287-293
Number of pages7
JournalJournal of Mathematical Sciences
Volume93
Issue number3
DOIs
Publication statusPublished - 1 Jan 1999

Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

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