Summary
We study the law of the iterated logarithm for the partial sum of i.i.d. random variables when the r n largest summands are excluded, where r n=o(log logn). This complements earlier work in which the case log logn=O(rn) was considered. A law of the iterated logarithm is again seen to prevail for a wide class of distributions, but for reasons quite different from previously.
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Research supported in part by NSF Grant DMS-8501732
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Griffin, P.S. Non-classical law of the iterated logarithm behaviour for trimmed sums. Probab. Th. Rel. Fields 78, 293–319 (1988). https://doi.org/10.1007/BF00322025
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DOI: https://doi.org/10.1007/BF00322025