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Some effects of trimming on the law of the iterated logarithm

Kesten, Harry; Maller, Ross


We investigate some effects that the 'light' trimming of a sum S n = X1 + X2 + ⋯ + Xn of independent and identically distributed random variables has on behaviour of iterated logarithm type. Light trimming is defined as removing a constant number of sum

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
Source: Journal of Applied Probability


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