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Extreme Values and LIL Behavior

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Probability in Banach Spaces 6

Part of the book series: Progress in Probability ((PRPR,volume 20))

Abstract

The law of the iterated logarithm is examined when extreme values are deleted from the partial sums of an i.i.d. sequence in a variety of contexts. Results are included which cover random vectors in the domain of attraction of a stable law, or, more generally, whose partial stuns can be centered and normalized to be stochastically compact.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Wisconsin, Madison, Wisconsin, 53706, USA

    J. Kuelbs

  2. Département de Mathématique, Université de Strasbourg, 7, Rue René Descartes, 67084, Strasbourg, France

    M. Ledoux

Authors
  1. J. Kuelbs
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  2. M. Ledoux
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Editor information

Editors and Affiliations

  1. Matematisk Institut, Odense Universitet, DK-5230, Odense M, Denmark

    U. Haagerup  & N. J. Nielsen  & 

  2. Matematisk Institut, Aarhus Universitet, DK-8000, Aarhus C, Denmark

    J. Hoffmann-Jørgensen

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© 1990 Birkhäuser Boston

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Kuelbs, J., Ledoux, M. (1990). Extreme Values and LIL Behavior. In: Haagerup, U., Hoffmann-Jørgensen, J., Nielsen, N.J. (eds) Probability in Banach Spaces 6. Progress in Probability, vol 20. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-6781-9_11

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  • DOI: https://doi.org/10.1007/978-1-4684-6781-9_11

  • Publisher Name: Birkhäuser Boston

  • Print ISBN: 978-1-4684-6783-3

  • Online ISBN: 978-1-4684-6781-9

  • eBook Packages: Springer Book Archive

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