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Received: 1999-10-18
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A LIMIT RESULT FOR SELF-NORMALIZED RANDOM SUMS
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ZHANG Li-xin, WEN Ji-wei. A LIMIT RESULT FOR SELF-NORMALIZED RANDOM SUMS[J]. Journal of Zhejiang University Science A, 2001, 2(1): 79-83.
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author="ZHANG Li-xin, WEN Ji-wei",
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pages="79-83",
year="2001",
publisher="Zhejiang University Press & Springer",
doi="10.1631/jzus.2001.0079"
}
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Abstract: Suppose {X,Xn;n≥1} is a sequence i.i.d.r.v. with EX=0 and EX2<∞. Shao (1995) proved a conjecture of Révész (1990): if P(X=±1)=1/2, then ... Furthermore he conjectured that ... In this paper we prove that if supb>0P(X=b)≥P(X=0) then this conjecture is true.
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