Open Access
2012 LIMITING BEHAVIOR FOR RANDOM ELEMENTS WITH HEAVY TAIL
Ping Yan Chen, Tien Chung Hu
Taiwanese J. Math. 16(1): 217-236 (2012). DOI: 10.11650/twjm/1500406538

Abstract

We present an accurate description of the limiting behavior for the partial sums and the weighted sums of independent and identically distributed random elements with heavy tail. A version of Chover-type law of the iterated logarithm is deduced.

Citation

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Ping Yan Chen. Tien Chung Hu. "LIMITING BEHAVIOR FOR RANDOM ELEMENTS WITH HEAVY TAIL." Taiwanese J. Math. 16 (1) 217 - 236, 2012. https://doi.org/10.11650/twjm/1500406538

Information

Published: 2012
First available in Project Euclid: 18 July 2017

zbMATH: 1236.60033
MathSciNet: MR2887862
Digital Object Identifier: 10.11650/twjm/1500406538

Subjects:
Primary: 60F05 , 60F25

Keywords: Chover-type law of iterated logarithm , heavy tail , random element

Rights: Copyright © 2012 The Mathematical Society of the Republic of China

Vol.16 • No. 1 • 2012
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