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Some effects of trimming on the law of the iterated logarithm

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Date

2004

Authors

Kesten, Harry
Maller, Ross

Journal Title

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Volume Title

Publisher

Applied Probability Trust

Abstract

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

Description

Keywords

Keywords: Iterated logarithm law; Order statistics; Trimmed sum

Citation

URI

http://hdl.handle.net/1885/79440

Collections

ANU Research Publications

Source

Journal of Applied Probability

Type

Journal article

Book Title

Entity type

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