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
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