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Cluster Sets of Self-Normalized Sums |
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| Authors: | David M Mason |
| Institution: | (1) Statistics Program, University of Delaware, Newark, DE 19717, USA |
| Abstract: | We determine the cluster sets of certain self-normalized sums of i.i.d. random variables. In the process, we obtain a refined large deviation result for sums in the domain of attraction of a stable law. |
| Keywords: | Self-normalized sums stable laws cluster sets |
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