A law of the iterated logarithm for heavy-tailed random vectors |
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| Authors: | Hans-Peter Scheffler |
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| Institution: | (1) Fachbereich Mathematik, University of Dortmund, 44221 Dortmund, Germany. e-mail: hps@math.uni-dortmund.de, DE |
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| Abstract: | For a random vector belonging to the (generalized) domain of operator semistable attraction of some nonnormal law we prove
various variants of Chover's law of the iterated logarithm for the partial sum. Furthermore we also derive some large deviation
results necessary for the proof of our main theorems.
Received: 30 September 1998 / Revised version: 28 May 1999 |
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| Keywords: | Mathematics Subject Classification (1991): 60F15 60F10 60E07 |
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