Limiting behavior of weighted sums of i.i.d. random variables

Pingyan Chen; Gan Shixin

doi:10.1016/j.spl.2007.03.038

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Limiting behavior of weighted sums of i.i.d. random variables

Pingyan Chen Gan Shixin

Year: 2007 Journal: Statistics & Probability Letters Vol: 77 (16)Pages: 1589-1599 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2007.03.038

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Keywords:

Mathematics Law of the iterated logarithm Iterated logarithm Logarithm Random variable Limiting Distribution (mathematics) Combinatorics Discrete mathematics Applied mathematics Statistics Mathematical analysis

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Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Limiting behavior of weighted sums of i.i.d. random variables

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