Precise asymptotics in the deviation probability series of self-normalized sums

DOI10.1016/J.JMAA.2010.10.005zbMATH Open1213.60053OpenAlexW2048013951MaRDI QIDQ624565FDOQ624565

Authors: Dianliang Deng 

Publication date: 9 February 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.10.005

Recommendations

• Convergence and precise asymptotics for series involving self-normalized sums
• Precise asymptotics in complete moment convergence for self-normalized sums
• Precise asymptotics for self-normalized sums of independent and identically distributed random variables
• Precise asymptotics for the complete moment of self-normalized partial sums
• A SUPPLEMENT TO PRECISE ASYMPTOTICS IN THE LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED SUMS

zbMATH Keywords

large deviationscomplete moment convergencelaw of the iterated logarithmself-normalized sums

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Cites Work

• An exponential nonuniform Berry-Esseen bound for self-normalized sums
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
• Self-normalized laws of the iterated logarithm
• When is the Student \(t\)-statistic asymptotically standard normal?
• Donsker's theorem for self-normalized partial sums processes
• Some extensions of the LIL via self-normalizations
• Self-normalized Cramér-type large deviations for independent random variables.
• Bootstrapping the Student \(t\)-statistic
• Precise asymptotics for a new kind of complete moment convergence
• Precise asymptotics in complete moment convergence for self-normalized sums
• A Cramér type large deviation result for Student's \(t\)-statistic
• Self-normalized large deviations
• Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
• Limit theorems for self-normalized large deviation
• Darling-Erdős theorem for self-normalized sums
• Title not available (Why is that?)
• On the effect of random norming on the rate of convergence in the central limit theorem
• Precise asymptotics in the self-normalized law of the iterated logarithm
• The Berry-Esseen bound for self-normalized sums
• Self-normalized Wittmann's laws of iterated logarithm in Banach space
• On the asymptotic normality of self-normalized sums
• Title not available (Why is that?)

Cited In (8)

• A note on the self-normalized large deviation
• Convergence and precise asymptotics for series involving self-normalized sums
• Precise asymptotics in complete moment convergence for self-normalized sums
• A limit theorem for the moment of self-normalized sums
• Title not available (Why is that?)
• Precise asymptotics for self-normalized sums of independent and identically distributed random variables
• The asymptotic distribution of magnitude-Winsorized sums via self- normalization
• Precise asymptotics in strong limit theorems for self-normalized sums of multidimensionally indexed random variables

This page was built for publication: Precise asymptotics in the deviation probability series of self-normalized sums

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q624565)