The convergence rate for the strong law of large numbers: General lattice distributions

DOI10.1007/BF00319550zbMath0643.60024MaRDI QIDQ1102029

Michael J. Wichura, James Allen Fill

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

renewal theoryconvergence ratelarge deviationsrandom walkmoment generating functionlaws of large numberslattice distributionboundary crossing probabilities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (1)

Asymptotic expansions for large deviation probabilities in the strong law of large numbers

Cites Work

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• A Tauberian Theorem and Its Probability Interpretation

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