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Zapiski Nauchnykh Seminarov POMI, 1997, Volume 244, Pages 126–142
(Mi znsl515)
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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
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
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
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https://www.mathnet.ru/eng/znsl515 https://www.mathnet.ru/eng/znsl/v244/p126
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