A Law of the Iterated Logarithm for the Asymmetric Stable Law with Characteristic Exponent One

J. L. Mijnheer

doi:10.1214/aoms/1177692732

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February, 1972 A Law of the Iterated Logarithm for the Asymmetric Stable Law with Characteristic Exponent One

J. L. Mijnheer

Ann. Math. Statist. 43(1): 358-362 (February, 1972). DOI: 10.1214/aoms/1177692732

Abstract

A law of the iterated logarithm is proved using an extension of the Borel-Cantelli lemma and the asymptotic expansion of the left tail of this stable law.

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J. L. Mijnheer. "A Law of the Iterated Logarithm for the Asymmetric Stable Law with Characteristic Exponent One." Ann. Math. Statist. 43 (1) 358 - 362, February, 1972. https://doi.org/10.1214/aoms/1177692732