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Cluster Sets of Self-Normalized Sums

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  • David M. Mason

    (University of Delaware)

Abstract

We determine the cluster sets of certain self-normalized sums of i.i.d. random variables. In the process, we obtain a refined large deviation result for sums in the domain of attraction of a stable law.

Suggested Citation

  • David M. Mason, 2006. "Cluster Sets of Self-Normalized Sums," Journal of Theoretical Probability, Springer, vol. 19(4), pages 911-930, December.
    • Handle: RePEc:spr:jotpro:v:19:y:2006:i:4:d:10.1007_s10959-006-0042-1
    DOI: 10.1007/s10959-006-0042-1
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    References listed on IDEAS

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    1. Csörgo, Sándor & Simons, Gordon, 1996. "A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 65-73, January.
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