Abstract
We study the law of the iterated logarithm for the partial sum of i.i.d. random variables when the rn largest summands are excluded, where rn=o(log log n). This complements earlier work in which the case log logn=O(rn) was considered. A law of the iterated logarithm is again seen to prevail for a wide class of distributions, but for reasons quite different from previously.
Original language | English (US) |
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Pages (from-to) | 293-319 |
Number of pages | 27 |
Journal | Probability Theory and Related Fields |
Volume | 78 |
Issue number | 2 |
DOIs | |
State | Published - Jun 1988 |
ASJC Scopus subject areas
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty