Abstract
By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we give criteria for a sequence (Xn) of random variables to have a subsequence (Xnk) whose weighted partial sums, suitably normalized, converge weakly to a symmetric stable distribution with parameter 0 < α < 2.
Original language | English |
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Title of host publication | Mathematical Statistics and Limit Theorems |
Subtitle of host publication | Festschrift in Honour of Paul Deheuvels |
Place of Publication | New York |
Publisher | Springer |
Pages | 7-19 |
DOIs | |
Publication status | Published - 2015 |
Event | 60. Anniversary Conference of Paul Deheuvels - Paris, France Duration: 19 Jun 2014 → 21 Jun 2014 |
Conference
Conference | 60. Anniversary Conference of Paul Deheuvels |
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Country/Territory | France |
City | Paris |
Period | 19/06/14 → 21/06/14 |
Fields of Expertise
- Information, Communication & Computing
Treatment code (Nähere Zuordnung)
- Basic - Fundamental (Grundlagenforschung)