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Contents of PMS, Vol. 9, Fasc. 1,
pages 15 - 24
 

ASYMPTOTIC REPRESENTATIONS OF SELF-NORMALIZED SUMS

Miklós Csörgő
Lajos Horváth

Abstract: For sequences of i.i.d. rv with the probability distributions belonging to the domain of attraction of a stable law with index a (- (0,2), the asymptotical behaviour of partial sums divided by the 1/p -th power of partial sums of the p -th absolute powers with a/p (- (0,2) is considered.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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