Comparisons between tail probabilities of sums of independent symmetric random variables

DOI10.1016/S0246-0203(97)80108-2MaRDI QIDQ1372356zbMATH OpenOpenAlexFDO

Authors 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, https://eudml.org/doc/77585

zbMATH Keywords

Hsu-Robbins-Erdős laws of large numbersrates of convergence in the law of large numbersregular coveringstochastic dominationtail probabilities of sums of independent symmetric random variablesweak mean domination

Mathematics Subject Classification ID

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

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Cited in

(12)

• A general Hsu-Robbins-Erdős type estimate of tail probabilities of sums of independent identically distributed random variables
• On the central limit theorem for negatively correlated random variables with negatively correlated squares.
• Local characteristics and tangency of vector-valued martingales
• Strengthening classical results on convergence rates in strong limit theorems
• Estimation of distribution tails for normalized and self-normalized sums
• Lower bounds for tails of sums of independent symmetric random variables
• On Weak Tail Domination of Random Vectors
• Compare the ratio of symmetric polynomials of odds to one and stop
• On the monotonicity of tail probabilities
• A comparison inequality for sums of independent random variables
• Complete convergence with regularly varying moments and norming constants
• Uniform comparison of tails of (non-symmetric) probability measures and their symmetrized counterparts with applications

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