LARGE DEVIATIONS AND LAW OF THE ITERATED LOGARITHM FORGENERALIZED DOMAINS OF ATTRACTION
Hans-Peter Scheffler
Abstract: Suppose are i.i.d. random vectors, and are
linear operators such that converges in law to some full random vector Then we
say that belongs to the strict generalized domain of attraction of We show that if
has no normal component, then satisfies a large deviation principle. This large
deviation result is used to show that a law of the iterated logarithm for holds, which
gives the precise growth behavior of the sample paths of the random walk