Precise asymptotics in Spitzer and Baum-Katz's law of large numbers: The semistable case.

DOI10.1016/J.JMAA.2003.08.019zbMath1037.60046OpenAlexW2022922714MaRDI QIDQ1421193

Hans-Peter Scheffler

Publication date: 26 January 2004

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2003.08.019

zbMATH Keywords

Baum-Katz lawsemistable distributionSpitzer lawtail probability of sums of independent identically distributed random variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50)

Related Items (1)

Precise asymptotics -- a general approach

Cites Work

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• A supplement to the strong law of large numbers
• Merging to Semistable Laws
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• On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
• The Probability in the Tail of a Distribution
• Probability Inequalities for Sums of Independent Random Variables
• Regularly varying functions

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