Some universal results on the behavior of increments of partial sums

• 成果类型: Article
• 署名作者: Einmahl, U; Mason, DM
• 署名单位: University of Delaware
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1996
• 页码: 1388-1407
• 关键词: asymptotic-distribution; iterated logarithm; random-variables; Wiener process

摘要

We establish very general one-sided results on the lim sup behavior of increments of suitably normalized partial sums of i.i.d. random variables. Our main results apply to arbitrary nondegenerate positive random variables which need not have any finite moments. As a corollary we can show that such results also hold for not necessarily positive random variables whose negative parts have finite moment-generating functions.