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A law of the iterated logarithm for heavy-tailed random vectors
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  • Published: February 2000

A law of the iterated logarithm for heavy-tailed random vectors

  • Hans-Peter Scheffler1 

Probability Theory and Related Fields volume 116, pages 257–271 (2000)Cite this article

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Abstract.

For a random vector belonging to the (generalized) domain of operator semistable attraction of some nonnormal law we prove various variants of Chover's law of the iterated logarithm for the partial sum. Furthermore we also derive some large deviation results necessary for the proof of our main theorems.

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Authors and Affiliations

  1. Fachbereich Mathematik, University of Dortmund, 44221 Dortmund, Germany. e-mail: hps@math.uni-dortmund.de, , , , , , DE

    Hans-Peter Scheffler

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  1. Hans-Peter Scheffler
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Received: 30 September 1998 / Revised version: 28 May 1999

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Scheffler, HP. A law of the iterated logarithm for heavy-tailed random vectors. Probab Theory Relat Fields 116, 257–271 (2000). https://doi.org/10.1007/PL00008729

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  • Issue Date: February 2000

  • DOI: https://doi.org/10.1007/PL00008729

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  • Mathematics Subject Classification (1991): 60F15, 60F10, 60E07
  • Key words and phrases: Regularly varying measures – Generalized domains of semistable attraction – Operator semistable laws – Large deviations – Law of the iterated logarithm
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