IDEAS home Printed from https://ideas.repec.org/a/spr/jotpro/v20y2007i2d10.1007_s10959-007-0074-1.html
   My bibliography  Save this article

An Almost Sure Functional Limit Theorem for the Domain of Geometric Partial Attraction of Semistable Laws

Author

Listed:
  • István Fazekas

    (University of Debrecen)

  • Alexey Chuprunov

    (Kazan State University)

Abstract

An almost sure functional limit theorem is obtained for variables being in the domain of geometric partial attraction of a semistable law.

Suggested Citation

  • István Fazekas & Alexey Chuprunov, 2007. "An Almost Sure Functional Limit Theorem for the Domain of Geometric Partial Attraction of Semistable Laws," Journal of Theoretical Probability, Springer, vol. 20(2), pages 339-353, June.
    • Handle: RePEc:spr:jotpro:v:20:y:2007:i:2:d:10.1007_s10959-007-0074-1
    DOI: 10.1007/s10959-007-0074-1
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10959-007-0074-1
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10959-007-0074-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Zoltán Megyesi, 2002. "Domains of Geometric Partial Attraction of Max-Semistable Laws: Structure, Merge and Almost Sure Limit Theorems," Journal of Theoretical Probability, Springer, vol. 15(4), pages 973-1005, October.
    2. Berkes, István & Csáki, Endre, 2001. "A universal result in almost sure central limit theory," Stochastic Processes and their Applications, Elsevier, vol. 94(1), pages 105-134, July.
    3. Lacey, Michael T. & Philipp, Walter, 1990. "A note on the almost sure central limit theorem," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 201-205, March.
    4. Berkes, István & Csáki, Endre & Csörgo, Sándor, 1999. "Almost sure limit theorems for the St. Petersburg game," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 23-30, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Luísa Pereira & Zhongquan Tan, 2017. "Almost Sure Convergence for the Maximum of Nonstationary Random Fields," Journal of Theoretical Probability, Springer, vol. 30(3), pages 996-1013, September.
    2. Bercu, B., 2004. "On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications," Stochastic Processes and their Applications, Elsevier, vol. 111(1), pages 157-173, May.
    3. Holzmann, Hajo & Koch, Susanne & Min, Aleksey, 2004. "Almost sure limit theorems for U-statistics," Statistics & Probability Letters, Elsevier, vol. 69(3), pages 261-269, September.
    4. Wang, Jiang-Feng & Liang, Han-Ying, 2008. "A note on the almost sure central limit theorem for negatively associated fields," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1964-1970, September.
    5. István Berkes & Siegfried Hörmann & Lajos Horváth, 2010. "On Functional Versions of the Arc-Sine Law," Journal of Theoretical Probability, Springer, vol. 23(1), pages 109-126, March.
    6. Bercu, Bernard & Nourdin, Ivan & Taqqu, Murad S., 2010. "Almost sure central limit theorems on the Wiener space," Stochastic Processes and their Applications, Elsevier, vol. 120(9), pages 1607-1628, August.
    7. Tabacu, Lucia & Ledbetter, Mark, 2019. "Change-point analysis using logarithmic quantile estimation," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 94-100.
    8. Xu, Feng & Wu, Qunying, 2017. "Almost sure central limit theorem for self-normalized partial sums of ρ−-mixing sequences," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 17-27.
    9. Siegfried Hörmann, 2007. "Critical Behavior in Almost Sure Central Limit Theory," Journal of Theoretical Probability, Springer, vol. 20(3), pages 613-636, September.
    10. Denker, Manfred & Zheng, Xiaofei, 2018. "On the local times of stationary processes with conditional local limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 128(7), pages 2448-2462.
    11. Li, Jingyu & Zhang, Yong, 2021. "An almost sure central limit theorem for the stochastic heat equation," Statistics & Probability Letters, Elsevier, vol. 177(C).
    12. Hörmann, Siegfried, 2006. "An extension of almost sure central limit theory," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 191-202, January.
    13. Tan, Zhongquan & Peng, Zuoxiang, 2009. "Almost sure convergence for non-stationary random sequences," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 857-863, April.
    14. Giuliano-Antonini, R. & Weber, M., 2008. "The theta-dependence coefficient and an Almost Sure Limit Theorem for random iterative models," Statistics & Probability Letters, Elsevier, vol. 78(5), pages 564-575, April.
    15. Chen, Shouquan & Lin, Zhengyan, 2008. "Almost sure functional central limit theorems for weakly dependent sequences," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1683-1693, September.
    16. Panga, Zacarias & Pereira, Luísa, 2019. "On the almost sure convergence for the joint version of maxima and minima of stationary sequences," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
    17. Wu, Qunying, 2011. "Almost sure limit theorems for stable distributions," Statistics & Probability Letters, Elsevier, vol. 81(6), pages 662-672, June.
    18. Pelletier, Mariane, 1999. "An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms," Journal of Multivariate Analysis, Elsevier, vol. 71(1), pages 76-93, October.
    19. Ibragimov, Ildar & Lifshits, Mikhail, 1998. "On the convergence of generalized moments in almost sure central limit theorem," Statistics & Probability Letters, Elsevier, vol. 40(4), pages 343-351, November.
    20. Giuliano, Rita & Macci, Claudio & Pacchiarotti, Barbara, 2019. "Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 13-22.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:20:y:2007:i:2:d:10.1007_s10959-007-0074-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.