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Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables

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  • Sreehari, Maddipatla
  • Divanji, Gooty

Abstract

We consider independent random variables {Xn} with a common distribution function F in the domain of attraction of an asymmetric stable law with exponent α≠1, and we prove limit infimum results for subsequences of partial sums of Xn and random sums.

Suggested Citation

  • Sreehari, Maddipatla & Divanji, Gooty, 2014. "Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 101-109.
    • Handle: RePEc:eee:stapro:v:95:y:2014:i:c:p:101-109
    DOI: 10.1016/j.spl.2014.07.027
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    1. Divanji, Gooty & Koroto, Tadewos, 2005. "Limit infimum results for subsequences of partial sums and random sums," Statistics & Probability Letters, Elsevier, vol. 71(2), pages 123-129, February.
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