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Limiting behavior of weighted sums with stable distributions |
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| Authors: | Chen Pingyan |
| Affiliation: | Department of Mathematics, Jinan University, Guangzhou 510632, People's Republic of China |
| Abstract: | We present an integral test to determine the limiting behavior of weighted sums of independent, symmetric random variables with stable distributions, and deduce Chover-type laws of the iterated logarithm for them. |
| Keywords: | Stable distribution Laws of the iterated logarithm Weighted sum Integral test |
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