Convergence rate in precise asymptotics for Davis law of large numbers

DOI10.1016/J.SPL.2016.08.018MaRDI QIDQ334064zbMATH OpenOpenAlexFDO

Authors Lingtao Kong, Hongshuai Dai

Publication date 31 October 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.06406

zbMATH Keywords

convergence rateDavis law of large numbersprecise asymptotics

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Abstract: Let $X_n,ngeq1$ be a sequence of i.i.d. random variables with partial sums $S_n,ngeq1$. Based on the classical Baum-Katz theorem, a paper by Heyde in 1975 initiated the precise asymptotics for the sum $su{m}_{ngeq1}mboxP(|S_n|geqepsilonn)$ as $epsilon$ goes to zero. Later, Klesov determined the convergence rate in Heyde's theorem. The aim of this paper is to extend Klesov's result to the precise asymptotics for Davis law of large numbers, a theorem in Gut and Spu{a}taru [2000a].

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Cited in

(6)

• Some limit theorems for large deviations of sums of independent random variables with common distribution function from the domain of normal attraction of a stable distribution
• Convergence rates in precise asymptotics for a kind of complete moment convergence
• Precise asymptotics for complete integral convergence under sublinear expectations
• One more on the convergence rates in precise asymptotics
• General results on precise asymptotics under sub-linear expectations
• A note on the convergence rates in precise asymptotics

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