Precision bounds for the relative error in the approximation of \(E|S_n|\) and extensions

DOI10.1214/aop/1176994782zbMath0428.60058OpenAlexW2061284139MaRDI QIDQ1137316

Michael J. Klass

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994782

zbMATH Keywords

integral representationlaw of the iterated logarithmexpectationChebyshev's inequalityMarkov's inequalityapproximation of \(n\)-dimensional integrals

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Inequalities for sums, series and integrals (26D15)

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