Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables

DOI10.1016/J.SPL.2012.04.019MaRDI QIDQ449022zbMATH OpenOpenAlexFDO

Authors Xiaoyong Xiao, Hongwei Yin

Publication date 11 September 2012

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

Full work available at URL https://doi.org/10.1016/j.spl.2012.04.019

zbMATH Keywords

law of the iterated logarithmmoment convergencei.i.d. random variables

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4069930 (Why is no real title available?)
• A remark on the tail probability of a distribution
• A supplement to the strong law of large numbers
• Complete Convergence and the Law of Large Numbers
• Precise asymptotics for a new kind of complete moment convergence
• Precise asymptotics in Spitzer's law of large numbers
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
• Some results on convergence rates for probabilities of moderate deviations for sums of random variables

Cited in

(10)

• PRECISE RATES IN THE LAW OF THE LOGARITHM FOR THE MOMENT CONVERGENCE OF I.I.D. RANDOM VARIABLES
• Precise asymptotics in the law of the iterated logarithm of moving-average processes
• An asymptotic behavior of the mean of some exponential functionals of a random walk
• scientific article; zbMATH DE number 7027925 (Why is no real title available?)
• Precise asymptotics in the law of the iterated logarithm for statistic
• Moment convergence rates in the law of iterated logarithm for moving average process under dependence
• Exact rates in the Davis-Gut law of iterated logarithm for the first-moment convergence of independent identically distributed random variables
• scientific article; zbMATH DE number 6961987 (Why is no real title available?)
• Precise asymptotics in the law of iterated logarithm for moment convergence of ANA random variables
• Precise rates in the law of iterated logarithm for the moment of i.i.d. random variables

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