Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables

We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables. (For the strong law of large numbers, we suppose only pairwise independence inste...

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Veröffentlicht in:	Journal of theoretical probability 2023-09, Vol.36 (3), p.1626-1666
Hauptverfasser:	Barczy, Mátyás, Páles, Zsolt
Format:	Artikel
Sprache:	eng
Schlagworte:	Central limit theorem Deviation Estimators Mathematics Mathematics and Statistics Probability Theory and Stochastic Processes Random variables Statistics Theorems
Online-Zugang:	Volltext
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