The influence of extremes on the law of the iterated logarithm

Research output: Contribution to journalArticle

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Abstract

We investigate the law of the iterated logarithm for the partial sum of independent identically distributed random variables when the rn largest summands are excluded.

Original languageEnglish (US)
Pages (from-to)241-270
Number of pages30
JournalProbability Theory and Related Fields
Volume77
Issue number2
DOIs
StatePublished - Feb 1988

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ASJC Scopus subject areas

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

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