Li-Xin Zhang

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where N(0, 1) is a standard normal random variable. Later Rempala and Wesolowski (2002) extended such a central limit theorem to general i.i.d. positive random variables. Recently, the central limit theorem for product of sums has also been studied for dependent random variables (c.f., Gonchigdanzan and Rempala (2006)). In this note, we will show that this(More)
In this paper, we study the asymptotic properties of the upper and lower tail probabilities of the maximum local time L∗(t) of Wiener process (Brownian motion), and obtain some precise asymptotics in the law of the iterated logarithm and the Chungs-type laws of the iterated logarithm for the supremum of Wiener local time L(x; t); x∈R; t ∈R+. c © 2003(More)
Keywords: Law of the logarithm Mixing sequences Precise asymptotics Strong approximation Stationary a b s t r a c t In a recent paper by Spătaru [Precise asymptotics for a series of T. a precise asymptotics in the law of the logarithm for sequence of i.i.d. random variables has been established. In this paper we show that there is an analogous result for(More)