Volume : 7, Issue : 12, DEC 2021

A NOTE ON LOG LOG LAW FOR SUBSEQUENCES OF WEIGHTED SUMS

GOOTY DIVANJI

Abstract

Let {Xn, n ≥1} be a sequence of independent and identically distributed random variables with a common distribution function F. When F belongs to the domain of partial attraction of a semistable law, with index a, 0 < a < 1, We study Chover’s form of law of iterated logarithm for subsequences of weighted sums and extended to boundary crossing problem.

Keywords

LAW OF ITERATED LOGARITHM, SEMISTABLE LAW, DOMAIN OF PARTIAL ATTRACTION, WEIGHTED SUMS, BOUNDARY CROSSING PROBLEM.

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