Non-classical law of the iterated logarithm behaviour for trimmed sums |
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Authors: | Phillip S. Griffin |
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Affiliation: | (1) Department of Mathematics, Syracuse University, 13244-1150 Syracuse, NY, USA |
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Abstract: | Summary We study the law of the iterated logarithm for the partial sum of i.i.d. random variables when the rn largest summands are excluded, where rn=o(log logn). This complements earlier work in which the case log logn=O(rn) was considered. A law of the iterated logarithm is again seen to prevail for a wide class of distributions, but for reasons quite different from previously.Research supported in part by NSF Grant DMS-8501732 |
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