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Zapiski Nauchnykh Seminarov POMI, 1997, Volume 244, Pages 126–142 (Mi znsl515)  

This article is cited in 2 scientific papers (total in 2 papers)

Functional law of the iterated logarithm for truncated sums

V. A. Egorov, V. I. Pozdnyakov

Saint-Petersburg State Electrotechnical University
Full-text PDF (241 kB) Citations (2)
Abstract: We obtain the functional law of the iterated logarithm (the FLIL) for truncated sums $S_n=\sum\limits_{j=1}^n\,X_j\,I\{X^2_j\le b_n\}$ of independent symmetric random variables $X_j$, $1\le j\le n$, $b_n\le\infty$. Considering the random normalization by
$$ T^{1/2}_n=\Bigl(\sum_{j=1}^n\,X^2_j\,I\{X^2_j\le b_n\}\Bigr)^{1/2} $$
we get the upper estimate in the FLIL using only the condition that $T_n\to\infty$ a.s. These results are useful for studing trimmed sums.
Received: 16.10.1997
English version:
Journal of Mathematical Sciences (New York), 2000, Volume 99, Issue 2, Pages 1094–1104
DOI: https://doi.org/10.1007/BF02673630
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: V. A. Egorov, V. I. Pozdnyakov, “Functional law of the iterated logarithm for truncated sums”, Probability and statistics. Part 2, Zap. Nauchn. Sem. POMI, 244, POMI, St. Petersburg, 1997, 126–142; J. Math. Sci. (New York), 99:2 (2000), 1094–1104
Citation in format AMSBIB
\Bibitem{EgoPoz97}
\by V.~A.~Egorov, V.~I.~Pozdnyakov
\paper Functional law of the iterated logarithm for truncated sums
\inbook Probability and statistics. Part~2
\serial Zap. Nauchn. Sem. POMI
\yr 1997
\vol 244
\pages 126--142
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl515}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1700384}
\zmath{https://zbmath.org/?q=an:0956.60018}
\transl
\jour J. Math. Sci. (New York)
\yr 2000
\vol 99
\issue 2
\pages 1094--1104
\crossref{https://doi.org/10.1007/BF02673630}
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  • https://www.mathnet.ru/eng/znsl/v244/p126
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
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