Precise Asymptotics in Spitzer's Law of Large Numbers

Aurel Spătaru ()
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Aurel Spătaru: Romanian Academy

Journal of Theoretical Probability, 1999, vol. 12, issue 3, 811-819

Abstract: Abstract Let X, X 1, X 2,... be a sequence of i.i.d. random variables such that EX=0, assume the distribution of X is attracted to a stable distribution with exponent α

Keywords: Tail probabilities of sums of i.i.d. random variables; stable distributions; Spitzer's theorem; Fuk–Nagaev type inequality (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021636117551

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