Strengthening classical results on convergence rates in strong limit theorems

DOI10.1007/S00440-004-0404-5MaRDI QIDQ2502247zbMATH OpenOpenAlexFDO

Authors Aurel Spătaru

Publication date 12 September 2006

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-004-0404-5

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10) Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50)

Review text

The paper provides results for the finiteness of integrals of Hsu-Robbins-Spitzer-Baum-Katz sums [\textit{P. L. Hsu} and \textit{H. Robbins}, Proc. Natl. Acad. Sci. USA 33, 25--31 (1947; Zbl 0030.20101); \textit{F. Spitzer}, [Trans. Am. Math. Soc. 82, 323--339 (1956; Zbl 0071.13003) and \textit{L. E. Baum} and \textit{M. Katz}, ibid. 120, 108--123 (1965; Zbl 0142.14802)] and a variation of a result due to \textit{J. Marcinkiewicz} and \textit{A. Zygmund} [Fundam. Math. 29, 60--90 (1937; Zbl 0016.40901)] (sufficiency) and \textit{D. L. Burkholder} [Ann. Math. Stat. 33, 887--893 (1962; Zbl 0128.12602)] (necessity) concerning the integrability of the supremum of the arithmetic means of i.i.d. random variables.

Recommendations

• Precise asymptotics -- a general approach
• An estimate of the remainder of a limit theorem
• scientific article; zbMATH DE number 4213130
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• On the rate of convergence in the strong law of large numbers for martingales

Cites work

• A Combinatorial Lemma and Its Application to Probability Theory
• Comparisons between tail probabilities of sums of independent symmetric random variables
• Complete Convergence and the Law of Large Numbers
• Convergence Rates for Probabilities of Moderate Deviations
• Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
• Convergence Rates for the Law of the Iterated Logarithm
• Convergence Rates in the Law of Large Numbers
• scientific article; zbMATH DE number 3665895 (Why is no real title available?)
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3560401 (Why is no real title available?)
• scientific article; zbMATH DE number 3026522 (Why is no real title available?)
• Limit theorems for delayed sums
• On a Theorem of Hsu and Robbins
• On moment conditions for the supremum of normed sums
• Precise asymptotics in Spitzer's law of large numbers
• Probability Inequalities for Sums of Independent Random Variables
• Remark on my Paper "On a Theorem of Hsu and Robbins"
• Successive Conditional Expectations of an Integrable Function

Cited in

(8)

• Remarks on summability of series formed of deviation probabilities of sums of independent identically distributed random variables
• Complete moment and integral convergence for sums of negatively associated random variables
• Convergence and precise asymptotics for series involving self-normalized sums
• Refinement of convergence rate for the strong law of large numbers in Banach space
• scientific article; zbMATH DE number 27269 (Why is no real title available?)
• Convergence rates of tail probabilities for sums under dependence assumptions
• Improved convergence rates for tail probabilities for sums of i.i.d. Banach space valued random vectors
• Convergence of tail probabilities for the maximum of partial sums of pairwise independent random variables

This page was built for publication: Strengthening classical results on convergence rates in strong limit theorems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2502247)