On the Functional Law of the Iterated Logarithm for Partially Observed Sums of Random Variables N.L. Gorn, M.A. Lifshits We investigate the limit behavior for S T (t·)/(tLTt )1/2 , where S T is a partial sum process associated with a sequence of independent but not identically distributed r.v. interpolated on the base of its values on a set T ⊂ R+ and LTt is appropriate normalising factor. It was proved by Lifshits and Weber that the similar object generated by Wiener process has a limit set which turns out to be a starlike closed subset of Strassen ball and need not to be convex. We show that the same result holds in our case under well known LIL moment conditions due to V.A. Egorov but does not hold in general under also well known V.V. Petrov conditions.

1

On the Functional Law of the Iterated Logarithm for ...

be a starlike closed subset of Strassen ball and need not to be convex. We show that the same result holds in our case under well known LIL moment conditions.

31KB Sizes 1 Downloads 104 Views

Recommend Documents

Some Exact Rates in the Functional Law of the Iterated Logarithm Ph ...
We find exact convergence rate in the Strassen's functional law of the iterated logarithm for a class of elements on the boundary of the limit set. Our result applies ...

ITERATED LEAVITT PATH ALGEBRAS 1. Iterated ...
We also characterize Leavitt path algebras which are strongly graded. 1. Iterated Leavitt Path Algebras. Leavitt path algebras (LPA for short), introduced by Abrams and Aranda Pino [1] and Ara, Moreno and Pardo [6], associate to a directed graph E a

Rate of Convergence in the Functional Law of the ...
Iterated Logarithm for Non-standard Normalizing. Factors. A.V. Bulinskii, M.A. Lifshits. Let W(t, ω) be a Brownian motion defined on a probabilistic space (Ω, F,P).

Chen's theory of iterated integrals and the algebraic ...
Chen gives meaning to. A(PM) through the notion of a differentiable space. The n-iterated integral map / : A(M)⊗n → A(PM) is constructed as an integral along ...

ITERATED ROLES - Steve Borgatti
fi(u)R'ii(d),. T-Z(C)=~.~“(U), and ~*fi(d) =~*fi(b). Since 5 is regular and ii(c)R'n”(b) then there exists e, f such that eRb, cRf, ii(e) = n”(c) and Z(f) = ii(b). Since we also have fi(u)R'Z(d) then there also exists g and h such that gRd,. aR

The case for an advisory center on international investment law
Jun 6, 2016 - low-cost legal advice to developing and LDC members of the WTO. ... Capacity building for in-house lawyers and assisting host countries in the ...

pdf-12105\commentaries-on-the-law-of-negligence ...
... apps below to open or edit this item. pdf-12105\commentaries-on-the-law-of-negligence-in-al ... evision-of-the-authors-previous-works-on-the-same.pdf.