摘要
Using suitable self-normalization for partial sums of i.i.d.random variables,Griffin and Kuelbs established the law of the iterated logarithm for all distributions in the domain of attraction of a normal law.We obtain the corresponding results for Studentized increments of partial sums under thesame condition.
Using suitable self-normalization for partial sums of i.i.d.random variables,Griffin and Kuelbs established the law of the iterated logarithm for all distributions in the domain of attraction of a normal law.We obtain the corresponding results for Studentized increments of partial sums under thesame condition.
基金
Project supported by the National Natural Science Foundation of China
an NSERC Canada grant of M.Csorgo at Carletoa University of Canada
the Fok Yingtung Education Foundation
an NSERC Canada Scientific Exchange Award at Carleton University