Strassen-Type Law of the Iterated Logarithm for Self-normalized Sums |
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| Authors: | Miklós Csörgő Zhishui Hu Hongwei Mei |
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| Institution: | 1. School of Mathematics and Statistics, Carleton University, 1125 Colonel By Drive, Ottawa, ON, K1S 5B6, Canada
2. Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei, Anhui, 230026, China
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| Abstract: | Let {X,X n ,n≥1} be a sequence of independent identically distributed random variables with EX=0 and assume that EX 2 I(|X|≤x) is slowly varying as x→∞. In this paper it is shown that a Strassen-type law of the iterated logarithm holds for self-normalized sums of such random variables, i.e., when X is in the domain of attraction of the normal law. |
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