Functional Erdős-Renyi laws for semiexponential random variables
نویسندگان
چکیده
منابع مشابه
Functional Erdd Os-renyi Laws for Semiexponential Random Variables
For an i.i.d. sequence of random variables with a semiexponential distribution, we give a functional form of the Erdd os-Renyi law for partial sums. In contrast to the classical case, i.e. the case where the random variables have exponential moments of all orders, the set of limit points is not a subset of the continuous functions. This reeects the bigger innuence of extreme values. The proof i...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1998
ISSN: 0091-1798
DOI: 10.1214/aop/1022855755