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Some Limit Results for Moving Sums of Stable Random Variables
作者姓名:陈平炎
作者单位:Department of
基金项目:The NNSF (10271120) of China.
摘    要:We discuss the integral test for a moving sum of an iid symmetric stable sequence with exponent α (0 < α < 2), and the Chover-type LIL is given as a corollary. We also obtain the law of a single logarithm for moving sums of a normal sequence.


Some Limit Results for Moving Sums of Stable Random Variables
CHEN Ping-yan.Some Limit Results for Moving Sums of Stable Random Variables[J].Northeastern Mathematical Journal,2004(1).
Authors:CHEN Ping-yan
Abstract:
Keywords:stable distribution  integral test  law of the iterated logarithm  moving sums
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