Comparisons between tail probabilities of sums of independent symmetric random variables

DOI10.1016/S0246-0203(97)80108-2zbMath0893.60009OpenAlexW1991349410MaRDI QIDQ1372356

Alexander R. Pruss

Publication date: 13 November 1997

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1997__33_5_651_0

zbMATH Keywords

weak mean dominationstochastic dominationregular coveringrates of convergence in the law of large numbersHsu-Robbins-Erdős laws of large numberstail probabilities of sums of independent symmetric random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (5)

On the central limit theorem for negatively correlated random variables with negatively correlated squares. ⋮ Local characteristics and tangency of vector-valued martingales ⋮ A general Hsu-Robbins-Erdős type estimate of tail probabilities of sums of independent identically distributed random variables ⋮ A comparison inequality for sums of independent random variables ⋮ Strengthening classical results on convergence rates in strong limit theorems

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