Title of article :
Precise Asymptotics in the Baum]Katz and Davis Laws
of Large Numbers
Author/Authors :
Allan Gut، نويسنده , , Aurel Sp?ataru، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2000
Pages :
14
From page :
233
To page :
246
Abstract :
Let X, X1, X2, . . . be a sequence of i.i.d. random variables such that EXs0, let
Z be a random variable possessing a stable distribution G with exponent a,
1-a F2, assume the distribution of X is attracted to G, and set SnsX1
q???qXn. We prove that
p nrr py2P
Keywords :
Davis law , Fuk]Nagaev typeinequality. , Baum]Katz law , Marcinkiewicz]Zygmund law , Stable distributions , Tail probabilities of sums of i.i.d. random variables
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
2000
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
932160
Link To Document :
