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Limiting behavior of weighted sums with stable distributions

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  • Pingyan, Chen

Abstract

We present an integral test to determine the limiting behavior of weighted sums of independent, symmetric random variables with stable distributions, and deduce Chover-type laws of the iterated logarithm for them.

Suggested Citation

  • Pingyan, Chen, 2002. "Limiting behavior of weighted sums with stable distributions," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 367-375, December.
    • Handle: RePEc:eee:stapro:v:60:y:2002:i:4:p:367-375
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    References listed on IDEAS

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    1. Li, Deli & Tomkins, R. J., 1996. "Laws of the iterated logarithm for weighted sums of independent random variables," Statistics & Probability Letters, Elsevier, vol. 27(3), pages 247-254, April.
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    Cited by:

    1. Pingyan, Chen & Shixin, Gan, 2007. "Limiting behavior of weighted sums of i.i.d. random variables," Statistics & Probability Letters, Elsevier, vol. 77(16), pages 1589-1599, October.

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