DOI

We investigate the almost surely asymptotic behavior of increments of sums of independent identically distributed random variables satisfying the one-sided Cramér condition. We establish that, irrespective of the length of the increments, the norming sequence in strong limit theorems for increments of sums is determined by a behavior of the inverse function to the function of deviations. This allows for unifying the following well-known results for increments of sums: the strong law of large numbers, the Erdos-Rényi law and Mason's extension of this law, the Shepp law, the Csörgo- Révész theorems, and the law of the iterated logarithm. In the case of large increments, we derive new results for random variables from the domain of attraction of a stable law with index α ∈ (1,2] and the parameter of symmetry β = -1.

Язык оригиналаанглийский
Страницы (с-по)93-107
Число страниц15
ЖурналTheory of Probability and its Applications
Том48
Номер выпуска1
DOI
СостояниеОпубликовано - 2003

    Предметные области Scopus

  • Теория вероятности и статистика
  • Статистика, теория вероятности и теория неопределенности

ID: 75021622