Refinement of Convergence Rates for Tail Probabilities

Deli Li () and Aurel Spătaru ()
Additional contact information
Deli Li: Lakehead University
Aurel Spătaru: Romanian Academy

Journal of Theoretical Probability, 2005, vol. 18, issue 4, 933-947

Abstract: Let X1, X2,... be, i.i.d. random variables, and put $$ S_{n}=X_{1}+\cdots+X_{n}$$ . We find necessary and sufficient moment conditions for $$\int_{\varepsilon }^{\infty }f(x^{q})dx \delta $$ , where δ≥ 0 and q>0, and $$f(x)=\sum_{n}a_{n}P(\left\vert S_{n}\right\vert >xb_{n})$$ with a n >0 and b n is either $$n^{1/p},\,0

Keywords: Complete convergence; Hoffmann–Jørgensen inequality; large deviation; moderate deviation; law of large numbers; law of the iterated logarithm (search for similar items in EconPapers)
Date: 2005
References: Add references at CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-005-7534-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:18:y:2005:i:4:d:10.1007_s10959-005-7534-2

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-005-7534-2

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().