Volume : 2, Issue : 9, SEP 2016

LIMIT INFIMUM RESULTS FOR SUBSEQUENCES OF DELAYED RANDOM SUMS AND RELATED BOUNDARY CROSSING PROBLEM

GOOTY DIVANJI, K.N. RAVIPRAKASH

Abstract

Let  be a sequence of i.i.d. strictly positive stable random variables with exponent , .  We study a non-trivial limit behavior of linearly normalized subsequences of delayed random sums and extended to boundary crossing problem.

Keywords

Law of iterated logarithm, Delayed random sums, Domain of attraction, Stable law.

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