An estimate of the remainder of a limit theorem (Q419155)

The now classical Hsu-Robbins-Erdős-Spitzer-Baum-Katz theorem concerns moment conditions for the convergence of \(\sum_n n^{(r/p)-2}\operatorname{P}(|S_n|>\varepsilon n^{1/p})\), where \(r>0\), \(0<p<2\), \(r\geq p\) and where \(S_n\) is a sum of \(n\) i.i.d.\ random variables. This result has been extended in various directions over the last couple of decades. One variation is to investigate the rate at which the sum tends to infinity as \(\varepsilon\searrow0\), where the first result is due to \textit{C. C. Heyde} [J. Appl. Probab. 12, 173--175 (1975; Zbl 0305.60008)] for the case \(r=2, p=1\). \textit{O. O. Kurchenko} [Theory Probab. Math. Stat. 50, 99--102 (1995); translation from Teor. Jmovirn. Mat. Stat. 50, 97--100 (1994; Zbl 0861.60028)] proved a rate of rate result, which is improved in the present paper in the sense that a smaller remainder is obtained.