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Clustering behavior of finite variance partial sum processes
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  • Published: December 1995

Clustering behavior of finite variance partial sum processes

  • U. Einmahl1 &
  • V. Goodman1 

Probability Theory and Related Fields volume 102, pages 547–565 (1995)Cite this article

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  • 5 Citations

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Summary

Clustering rates in Strassen's functional law of the iterated logarithm are determined for finite variance partial sum processes in one dimension. A general characterization of these rates, similar to one recently obtained for onedimensional Brownian motion, shows that relatively mild moment conditions on a partial sum process lead to high order clustering rates at certain points of the Strassen set.

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Authors and Affiliations

  1. Department of Mathematics, Indiana University, 47405, Bloomington, IN, USA

    U. Einmahl & V. Goodman

Authors
  1. U. Einmahl
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  2. V. Goodman
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Additional information

Supported in part by NSF Grant DMS-92-07248

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Cite this article

Einmahl, U., Goodman, V. Clustering behavior of finite variance partial sum processes. Probab. Th. Rel. Fields 102, 547–565 (1995). https://doi.org/10.1007/BF01198849

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  • Received: 06 July 1994

  • Revised: 06 February 1995

  • Issue Date: December 1995

  • DOI: https://doi.org/10.1007/BF01198849

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Mathematics Subject Classification

  • 60F15
  • 60E07
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