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On one-sided strong laws for large increments of sums

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  • Frolov, Andrei N.

Abstract

We obtain necessary and sufficient conditions for one-sided strong laws of large numbers and laws of the iterated logarithm for large increments of sums of i.i.d. random variables. Our results are generalizations of Csörgo-Révész results on strong approximation laws.

Suggested Citation

  • Frolov, Andrei N., 1998. "On one-sided strong laws for large increments of sums," Statistics & Probability Letters, Elsevier, vol. 37(2), pages 155-165, February.
    • Handle: RePEc:eee:stapro:v:37:y:1998:i:2:p:155-165
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    References listed on IDEAS

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    1. Binswanger, K. & Embrechts, P., 1994. "Longest runs in coin tossing," Insurance: Mathematics and Economics, Elsevier, vol. 15(2-3), pages 139-149, December.
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    Cited by:

    1. Frolov, Andrei N., 2005. "Converses to the Csörgo-Révész laws," Statistics & Probability Letters, Elsevier, vol. 72(2), pages 113-123, April.
    2. Frolov, Andrei & Martikainen, Alexander & Steinebach, Josef, 2000. "Strong laws for the maximal gain over increasing runs," Statistics & Probability Letters, Elsevier, vol. 50(3), pages 305-312, November.
    3. Frolov, Andrei N., 2003. "On asymptotics of the maximal gain without losses," Statistics & Probability Letters, Elsevier, vol. 63(1), pages 13-23, May.

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