Convergence of the series of large-deviation probabilities for sums of independent equally distributed random variables

DOI10.1007/BF01061437zbMath0805.60021MaRDI QIDQ1336000

O. I. Klesov

Publication date: 10 November 1994

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

slowly varying functionconvergence of the series of large-deviation probabilities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (4)

Complete convergence for randomly indexed sums of random variables ⋮ Convergence rates for the law of large numbers for arrays ⋮ A general Hsu-Robbins-Erdős type estimate of tail probabilities of sums of independent identically distributed random variables ⋮ Remarks on summability of series formed of deviation probabilities of sums of independent identically distributed random variables

Cites Work

• Necessary and sufficient conditions for complete convergence in the law of large numbers
• Sums of independent random variables on partially ordered sets
• Marcinkiewicz laws and convergence rates in the law of large numbers for random variables with multidimensional indices
• A supplement to the strong law of large numbers
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• The Probability in the Tail of a Distribution
• Sums of independent Banach space valued random variables
• Complete Convergence and the Law of Large Numbers
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Convergence of the series of large-deviation probabilities for sums of independent equally distributed random variables