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Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 1, Pages 104–121
DOI: https://doi.org/10.4213/tvp303
(Mi tvp303)
 

This article is cited in 11 scientific papers (total in 11 papers)

Limit theorems for increments of sums of independent random variables

A. N. Frolov

Saint-Petersburg State University
References:
Abstract: We investigate the almost surely asymptotic behavior of increments of sums of independent identically distributed random variables satisfying the one-sided Cramér condition. We establish that, irrespective of the length of the increments, the norming sequence in strong limit theorems for increments of sums is determined by a behavior of the inverse function to the function of deviations. This allows for unifying the following well-known results for increments of sums: the strong law of large numbers, the Erdős–Rényi law and Mason's extension of this law, the Shepp law, the Csörgő–Révész theorems, and the law of the iterated logarithm. In the case of large increments, we derive new results for random variables from the domain of attraction of a stable law with index $\alpha\in (1,2]$ and the parameter of symmetry $\beta=-1$.
Keywords: increments of sums of independent random variables, large deviations, Erdős–Rényi law, Shepp law, strong approximations laws, strong law of large numbers, law of the iterated logarithm.
Received: 31.03.2000
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 1, Pages 93–107
DOI: https://doi.org/10.1137/S0040585X980245
Bibliographic databases:
Language: Russian
Citation: A. N. Frolov, “Limit theorems for increments of sums of independent random variables”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 104–121; Theory Probab. Appl., 48:1 (2004), 93–107
Citation in format AMSBIB
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\paper Limit theorems for increments of sums of independent random variables
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\yr 2003
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\issue 1
\pages 104--121
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\transl
\jour Theory Probab. Appl.
\yr 2004
\vol 48
\issue 1
\pages 93--107
\crossref{https://doi.org/10.1137/S0040585X980245}
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  • https://www.mathnet.ru/eng/tvp303
  • https://doi.org/10.4213/tvp303
  • https://www.mathnet.ru/eng/tvp/v48/i1/p104
  • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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