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A Law of the Iterated Logarithm for Randomly Stopped Sums of Heavy Tailed Random Vectors
Authors:Hans-Peter Scheffler and Peter Becker-Kern
Institution:(1) Ruhr-Universit?t Bochum, Bochum, Germany
Abstract: Let be an i.i.d. sequence of -valued random vectors belonging to the generalized domain of semistable attraction of some nonnormal law. Assume further that is a sequence of positive integer valued random variables such that for some for some discrete positive random variable D, where we do not assume that and are independent. Let . Then various laws of the iterated logarithm for the norm of as well as the radial projection onto a unit vector θ are presented.
Keywords:
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