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Converses to the Csörgo-Révész laws

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  • Frolov, Andrei N.

Abstract

We obtain converses to the one-sided strong laws for large increment of sums of independent identically distributed (i.i.d.) random variables with a distribution from the domain of attraction of a normal law or a completely asymmetric stable law with index [alpha][set membership, variant](1,2).

Suggested Citation

  • Frolov, Andrei N., 2005. "Converses to the Csörgo-Révész laws," Statistics & Probability Letters, Elsevier, vol. 72(2), pages 113-123, April.
    • Handle: RePEc:eee:stapro:v:72:y:2005:i:2:p:113-123
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    References listed on IDEAS

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    1. 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.
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