An absolute moments condition for normed sums of independent variables (Q914234)
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scientific article; zbMATH DE number 4149247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An absolute moments condition for normed sums of independent variables |
scientific article; zbMATH DE number 4149247 |
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An absolute moments condition for normed sums of independent variables (English)
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1989
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Let \(X_ n\), \(n\in N\), be i.i.d. symmetric random variables, \(1\leq p<q<2\). It is shown that the relation \[ 0<\inf | n^{- 1/q}\sum^{n}_{k=1}X_ k| \leq \sup | n^{- 1/q}\sum^{n}_{k=1}X_ k| <\infty \] is satisfied iff E \(X_ 1=0\) and there are constants \(a,b,c>0\) such that for \(x\geq c\) \[ ax^{-q}\leq P[| X_ 1| \geq x]\leq bx^{-q}. \] The case \(0<p<q<2\), \(p<2\), is also considered. The obtained assertions are refinements of the results of \textit{C. G. Esseen} and \textit{S. Janson}, Stochastic Processes Appl. 19, 173-182 (1985; Zbl 0554.60050).
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characteristic function
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symmetric random variables
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