Almost sure limit theorems for stable distributions

作者：Wu, Qunying^*

来源：Statistics & Probability Letters, 2011, 81(6): 662-672.

DOI：10.1016/j.spl.2011.02.003

• Stable distribution
• Partial sums
• Almost sure central limit theorem

Consider a sequence of i.i.d. random variables in the domain of attraction of a stable distribution with an exponent in (0. 2]. A universal result in almost sure limit theorem for the partial sums is established. Our results substantially extend and improve those on the almost sure central limit theorem previously obtained by Jonsson 2007, Berkes and Csaki 2001, and Hormann 2007.

• 出版日期2011-6
• 单位桂林理工大学