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July 1996 Some universal results on the behavior of increments of partial sums
Uwe Einmahl, David M. Mason
Ann. Probab. 24(3): 1388-1407 (July 1996). DOI: 10.1214/aop/1065725186

Abstract

We establish very general one-sided results on the lim sup behavior of increments of suitably normalized partial sums of i.i.d. random variables. Our main results apply to arbitrary nondegenerate positive random variables which need not have any finite moments. As a corollary we can show that such results also hold for not necessarily positive random variables whose negative parts have finite moment-generating functions.

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Uwe Einmahl. David M. Mason. "Some universal results on the behavior of increments of partial sums." Ann. Probab. 24 (3) 1388 - 1407, July 1996. https://doi.org/10.1214/aop/1065725186

Information

Published: July 1996
First available in Project Euclid: 9 October 2003

zbMATH: 0872.60022
MathSciNet: MR1411499
Digital Object Identifier: 10.1214/aop/1065725186

Subjects:
Primary: 60F15
Secondary: 60E07

Rights: Copyright © 1996 Institute of Mathematical Statistics

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Vol.24 • No. 3 • July 1996
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