Strengthening classical results on convergence rates in strong limit theorems

DOI10.1007/S00440-004-0404-5zbMATH Open1103.60049OpenAlexW2127455358MaRDI QIDQ2502247FDOQ2502247

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

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Mathematics Subject Classification ID

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

Cites Work

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• Convergence Rates in the Law of Large Numbers
• Complete Convergence and the Law of Large Numbers
• On moment conditions for the supremum of normed sums
• A Combinatorial Lemma and Its Application to Probability Theory
• Successive Conditional Expectations of an Integrable Function
• On a Theorem of Hsu and Robbins
• Limit theorems for delayed sums
• Precise asymptotics in Spitzer's law of large numbers
• Remark on my Paper "On a Theorem of Hsu and Robbins"
• Probability Inequalities for Sums of Independent Random Variables
• 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
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• Comparisons between tail probabilities of sums of independent symmetric random variables
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Cited In (6)

• Convergence and precise asymptotics for series involving self-normalized sums
• Refinement of convergence rate for the strong law of large numbers in Banach space
• 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
• Improved convergence rates for tail probabilities for sums of i.i.d. Banach space valued random vectors
• Convergence rates of tail probabilities for sums under dependence assumptions

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