Refinement of convergence rates for tail probabilities

被引:31
作者
Li, DL [1 ]
Spataru, A
机构
[1] Lakehead Univ, Dept Math Sci, Thunder Bay, ON P7B 5E1, Canada
[2] Romanian Acad, Inst Math Stat & Appl Math, Bucharest 76100 5, Romania
基金
加拿大自然科学与工程研究理事会;
关键词
complete convergence; Hoffmann-Jorgensen inequality; large deviation; moderate deviation; law of large numbers; law of the iterated logarithm;
D O I
10.1007/s10959-005-7534-2
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let X-1, X-2,... be, i.i.d. random variables, and put S-n = X-1 + ... + X-n. We find necessary and sufficient moment conditions for integral(infinity)(epsilon) f(x(q))dx < infinity, epsilon > delta, where delta >= 0 and q > 0, and f (x) = Sigma(n) a(n)P(vertical bar S-n vertical bar > xb(n)) with a(n) > 0 and b(n) is either n(1/p), 0 < p < 2, root n log n or root n log log n. The series f (x) we deal with are classical series studied by Hsu and Robbins, Erdos, Spitzer, Baum and Katz, Davis, Lai, Gut, etc.
引用
收藏
页码:933 / 947
页数:15
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