Skip to main content
Log in

An almost sure limit theorem for random sums of independent random variables in the domain of attraction of a semistable law

  • Published:
Russian Mathematics Aims and scope Submit manuscript

Abstract

In this paper we prove an almost sure limit theorem for random sums of independent random variables in the domain of attraction of a p-semistable law and describe the limit law.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. G. Brosamler, “An Almost Everywhere Central Limit Theorem,” Math. Proc. Cambridge Phil. Soc. 104(3), 561–574 (1988).

    Article  MATH  MathSciNet  Google Scholar 

  2. P. Schatte, “On Strong Versions of the Central Limit Theorem,” Math. Nachr. 137, 249–256 (1988).

    Article  MATH  MathSciNet  Google Scholar 

  3. I. Berkes, “On the Almost Sure Central Limit Theorem and Domains of Attraction,” Probab. Theory Related Fields 102, 1–18 (1995).

    Article  MATH  MathSciNet  Google Scholar 

  4. I. A. Ibragimov, “On Almost EverywhereVariants of Limit Theorems,” Phys. Dokl. 350(3), 301–303 (1996).

    Google Scholar 

  5. I. Berkes and E. Csáki, “A Universal Result in Almost Sure Central Limit Theory,” Stoch. Proc. Appl. 94(1), 105–134 (2001).

    Article  MATH  Google Scholar 

  6. P. Lévy, Théorie de l’Addition des Variables Aléatoires (Gauthier-Villars, Paris, 1937).

    Google Scholar 

  7. V. M. Kruglov, “On an Extension of the Class of Stable Distributions,” Theoriya Veroyatnostei i Eyo Primeneniya 17(4), 723–732 (1972).

    MathSciNet  Google Scholar 

  8. S. Csörgő and Z. Megyesi, “Merging to Semistable Laws,” Theoriya Veroyatnostei i Eyo Primeneniya 47(1), 90–109 (2002).

    Google Scholar 

  9. S. Csörgő, “A Probabilistic Approach to Domains of Partial Attraction,” Adv. Appl. Math. 11(3), 282–327 (1990).

    Article  Google Scholar 

  10. I. V. Grinevich and Yu. S. Khokhlov, “Domains of Attraction of Semistable Laws,” Theoriya Veroyatnostei i Eyo Primeneniya 40(2), 417–423 (1995).

    MATH  MathSciNet  Google Scholar 

  11. B. V. Gnedenko, “On the Theory of Domains of Attraction for Stable Laws,” Uchen. Zap. MGU 30, 61–81 (1939).

    MathSciNet  Google Scholar 

  12. W. Doeblin, “Sur l’Ensemble de Puissances d’une Loi de Probabilité,” Studia Math. 9(1), 71–96 (1940).

    MATH  MathSciNet  Google Scholar 

  13. I. Berkes, E. Csáki, S. Csörgő, and Z. Megyesi, “Almost Sure Limit Theorems for Sums and Maxima from the Domain of Geometric Partial Attraction of Semistable Laws,” in Limit Theorems in Probability and Statistics, Ed. by I. Berkes, E. Csáki, and M. Csörgő (János Bolyai Math. Soc., Budapest, 2002), Vol. I, pp. 133–157.

    Google Scholar 

  14. I. Fazekas and A. Chuprunov, “An Almost Sure Functional Limit Theorem For the Domain of Geometrical Partial Attraction of Semistable Laws,” J. Theor. Probab. 20(2), 339–353 (2007).

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to A. N. Chuprunov.

Additional information

Original Russian Text © A.N. Chuprunov and L.P. Terekhova, 2009, published in Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2009, No. 11, pp. 85–88.

About this article

Cite this article

Chuprunov, A.N., Terekhova, L.P. An almost sure limit theorem for random sums of independent random variables in the domain of attraction of a semistable law. Russ Math. 53, 74–76 (2009). https://doi.org/10.3103/S1066369X09110115

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.3103/S1066369X09110115

Key words and phrases

Navigation