Precise asymptotics in Spitzer and Baum-Katz's law of large numbers: The semistable case.

DOI10.1016/J.JMAA.2003.08.019zbMath1037.60046OpenAlexW2022922714MaRDI QIDQ1421193

Hans-Peter Scheffler

Publication date: 26 January 2004

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.2003.08.019

zbMATH Keywords

Baum-Katz lawsemistable distributionSpitzer lawtail probability of sums of independent identically distributed random variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50)

Related Items (1)

Precise asymptotics -- a general approach

Cites Work

• A remark on the tail probability of a distribution
• Precise asymptotics in Spitzer's law of large numbers
• Complete convergence and almost sure convergence of weighted sums of random variables
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Precise asymptotics in the law of the iterated logarithm.
• A Combinatorial Lemma and Its Application to Probability Theory
• A supplement to the strong law of large numbers
• Merging to Semistable Laws
• Convergence Rates in the Law of Large Numbers
• On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
• The Probability in the Tail of a Distribution
• Probability Inequalities for Sums of Independent Random Variables
• Regularly varying functions
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