Existence of moments of a counting process and convergence in multidimensional time

DOI10.1017/APR.2016.49MaRDI QIDQ5197404zbMATH OpenOpenAlexFDO

Authors Ulrich Stadtmüller, O. I. Klesov

Publication date 23 September 2019

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/apr.2016.49

zbMATH Keywords

complete convergencecounting variablesFuk-Nagaev inequalitylarge deviationsmoments

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15)

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Cites work

• Complete Convergence and the Law of Large Numbers
• Convergence Rates in the Law of Large Numbers
• scientific article; zbMATH DE number 3949391 (Why is no real title available?)
• scientific article; zbMATH DE number 3474660 (Why is no real title available?)
• scientific article; zbMATH DE number 3237457 (Why is no real title available?)
• Limit theorems for multi-indexed sums of random variables
• Marcinkiewicz laws and convergence rates in the law of large numbers for random variables with multidimensional indices
• On the time and the excess of liner boundary crossing of sample sums
• Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory
• Probability Inequalities for Sums of Independent Random Variables
• Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
• Summability Methods for Independent, Identically Distributed Random Variables
• Sums of independent random variables on partially ordered sets

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