Stochastic analysis and applications, 2010-01, Vol.28 (1), p.86-102
2010
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Details
- Autor(en) / Beteiligte
- Titel
- On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables
- Ist Teil von
- Stochastic analysis and applications, 2010-01, Vol.28 (1), p.86-102
- Ort / Verlag
- Philadelphia, PA: Taylor & Francis Group
- Erscheinungsjahr
- 2010
- Quelle
- Taylor & Francis Journals Auto-Holdings Collection
- Beschreibungen/Notizen
- For a sequence of nondegenerate i.i.d. bounded random variables {Y n , n ≥ 1} defined on a probability space (Ω, ℱ, ℙ) and a constant b > 1, it is shown for that and that for almost every ω ∈ Ω, where S(F Y 1 ) and S(F V ) are the spectrums of the distribution functions of Y 1 and , respectively and l and L are the essential infimum of Y 1 and the essential supremum of Y 1 , respectively. Examples are provided showing that, in general, the above two inclusions are proper.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0736-2994eISSN: 1532-9356DOI: 10.1080/07362990903417987Titel-ID: cdi_crossref_primary_10_1080_07362990903417987
- Format
- –
- Schlagworte
- Almost sure convergence, Distribution functions, Essential infimum, Essential supremum, Exact sciences and technology, Expansion, Geometric weights, Infinite Bernoulli convolution, Iterated logarithm type behavior, Law of the iterated logarithm, Limit points, Mathematics, Probability and statistics, Probability theory and stochastic processes, Random variables, Sciences and techniques of general use, Spectrum of a distribution function, Stochastic analysis, Stochastic processes, Stochasticity, Sums, Sums of geometrically weighted i.i.d. random variables