Precise asymptotics in the self-normalized law of the iterated logarithm期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Precise asymptotics in the self-normalized law of the iterated logarithm

Authors:	Tian-xiao Pang Li-xin Zhang Jian-feng Wang

Affiliation:	^aDepartment of Mathematics, Zhejiang University, Hangzhou 310027, PR China

Abstract:	Let X,X₁,X₂,… be i.i.d. nondegenerate random variables with zero means, and . We investigate the precise asymptotics in the law of the iterated logarithm for self-normalized sums, S_n/V_n, also for the maximum of self-normalized sums, max_1kn\|S_k\|/V_n, when X belongs to the domain of attraction of the normal law.

Keywords:	Precise asymptotics Law of the iterated logarithm Self-normalized sums
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