Summary
We investigate the law of the iterated logarithm for the partial sum of independent identically distributed random variables when the r n largest summands are excluded.
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Research supported in part by NSF Grant MCS-83-03297; A.M.S. 1980 Subject Classification 60F 15
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Griffin, P.S. The influence of extremes on the law of the iterated logarithm. Probab. Th. Rel. Fields 77, 241–270 (1988). https://doi.org/10.1007/BF00334040
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DOI: https://doi.org/10.1007/BF00334040
Keywords
- Stochastic Process
- Probability Theory
- Statistical Theory
- Iterate Logarithm
- Large Summand