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A Law of the Iterated Logarithm for Randomly Stopped Sums of Heavy Tailed Random Vectors
Authors:Hans-Peter Scheffler  Peter Becker-Kern
Institution:(1) University of Dortmund, Germany, DE
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. (Received 31 January 2000; in revised form 5 April 2000)
Keywords:2000 Mathematics Subject Classification:   60F15  60E07  60F05
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