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Extreme Values and LIL Behavior

  • J. Kuelbs
  • M. Ledoux
Part of the Progress in Probability book series (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.

Keywords

Banach Space Central Limit Theorem Iterate Logarithm Independent Copy Triangular Array 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Birkhäuser Boston 1990

Authors and Affiliations

  • J. Kuelbs
    • 1
  • M. Ledoux
    • 2
  1. 1.Department of MathematicsUniversity of WisconsinMadisonUSA
  2. 2.Département de MathématiqueUniversité de StrasbourgStrasbourgFrance

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