Acta mathematica scientia,Series B ›› 2003, Vol. 23 ›› Issue (1): 74-82.

• Articles • Previous Articles     Next Articles

ON CHOVER’S LIL FOR THE WEIGHTED SUMS OF STABLE RANDOM VARIABLES

 CHEN Ping-Yan, YU Jing-Hu   

  1. Department of Mathematics, Jinan University, Guangzhou 510630, China Wuhan Institute of Physics and Mathematics, The Chinese Academy of Sciences, Wuhan 430071, China
  • Online:2003-01-06 Published:2003-01-06
  • Supported by:

    Supported by the National Natural Science Foundation of China (10271120)

Abstract:

Let {Xn, n  1} be a sequence of -stable random variables(0 < < 2),{ani, 1  i  n, n  1} be an array of constant real numbers. Under some restrictionof {ani, 1  i  n, n  1}, the authors discuss the integral test for the weighted partial sums {Pn i=1 aniXi, n  1}, and obtain the Chover’s laws of iterated logarithm(LIL) as corollaries.

Key words: Stable random variable, integral test, LIL

CLC Number: 

  • 60F15
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