A limit theorem of multiple sums for identically distributed independent random variables (Q1120892)
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English | A limit theorem of multiple sums for identically distributed independent random variables |
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A limit theorem of multiple sums for identically distributed independent random variables (English)
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1986
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[For the entire collection of the original see Zbl 0626.00025.] Let d be a natural number and \(N^ d\) be the set of d-dimensional vectors \(\bar n\) with integral positive coordinates and with usual partial ordering. Let \(S(\bar n)= \sum_{\bar m\leq \bar n}x(\bar m)\) be the partial sums of the i.i.d. collection \(\{x(\bar m), \bar m\in N^ d\}\) of r.v.'s. The author investigates the rate of convergence of the series \(Q^ d_ F(\epsilon)= \sum_{\bar n\in N^ d}P(| S(\bar n)| \geq \epsilon b(\bar n))\) of probabilities of large deviations when \(\epsilon \to 0^+\) under some moment conditions.
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multiple sums of independent random variables
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rate of convergence
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large deviations
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moment conditions
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