Non-classical law of the iterated logarithm behaviour for trimmed sums

Research output: Contribution to journalArticle

3 Scopus citations

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 languageEnglish (US)
Pages (from-to)293-319
Number of pages27
JournalProbability Theory and Related Fields
Volume78
Issue number2
DOIs
StatePublished - Jun 1 1988

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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