An estimate of the remainder of a limit theorem

DOI10.1016/J.SPL.2011.11.009MaRDI QIDQ419155zbMATH OpenOpenAlexFDO

Authors Jianjun He

Publication date 18 May 2012

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

Full work available at URL https://doi.org/10.1016/j.spl.2011.11.009

zbMATH Keywords

complete convergencei.i.d. random variablesrate of approximation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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• Precise asymptotics -- a general approach
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Cites work

• scientific article; zbMATH DE number 922947 (Why is no real title available?)
• A Remark on the Strong Law of Large Numbers
• A limit theorem for sums of independent, nonidentically distributed random variables
• A nonuniform bound on convergence to normality
• A remark on the tail probability of a distribution
• Complete Convergence and the Law of Large Numbers
• Convergence rates in precise asymptotics
• On a Theorem of Hsu and Robbins
• On an Estimate of the Remainder Term in the Central Limit Theorem
• Precise asymptotics for a new kind of complete moment convergence
• Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Precise asymptotics in the law of the iterated logarithm.
• Remark on my Paper "On a Theorem of Hsu and Robbins"
• Some Limit Theorems for Large Deviations

Cited in

(3)

• An intermediate Baum-Katz theorem
• Rate of convergence in a theorem of Heyde
• Strengthening classical results on convergence rates in strong limit theorems

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