An estimate of the remainder of a limit theorem
The now classical Hsu-Robbins-Erdős-Spitzer-Baum-Katz theorem concerns moment conditions for the convergence of \(\sum_n n^{(r/p)-2}\operatorname{P}(|S_n|>\varepsilon n^{1/p})\), where \(r>0\), \(0<p<2\), \(r\geq p\) and where \(S_n\) is a sum of \(n\) i.i.d.\ random variables. This result has been extended in various directions over the last couple of decades. One variation is to investigate the rate at which the sum tends to infinity as \(\varepsilon\searrow0\), where the first result is due to \textit{C. C. Heyde} [J. Appl. Probab. 12, 173--175 (1975; Zbl 0305.60008)] for the case \(r=2, p=1\). \textit{O. O. Kurchenko} [Theory Probab. Math. Stat. 50, 99--102 (1995); translation from Teor. Jmovirn. Mat. Stat. 50, 97--100 (1994; Zbl 0861.60028)] proved a rate of rate result, which is improved in the present paper in the sense that a smaller remainder is obtained.
- A limit theorem for sums of independent, nonidentically distributed random variables
- A nonuniform bound on convergence to normality
- A Remark on the Strong Law of Large Numbers
- A remark on the tail probability of a distribution
- Complete Convergence and the Law of Large Numbers
- Convergence rates in precise asymptotics
- scientific article; zbMATH DE number 922947 (Why is no real title available?)
- 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
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