Precise rates in the law of logarithm for i.i.d. random variables

DOI10.1016/j.camwa.2004.12.004zbMath1080.60048OpenAlexW1989633560MaRDI QIDQ2387340

Zheng Yan Lin, Tian-Xiao Pang

Publication date: 2 September 2005

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2004.12.004

zbMATH Keywords

almost sure convergenceprecise asymptotics\(L^{2}\) convergencesums of independent identically distributed random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) (L^p)-limit theorems (60F25)

Related Items (8)

On the precise rates in the law of the logarithm for positively associated sequence ⋮ Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift ⋮ The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process ⋮ Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications ⋮ Precise asymptotics in the law of the logarithm for the rescaled range statistic ⋮ Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift ⋮ Precise rates in the law of the logarithm for negatively associated random variables ⋮ Exact rates in log law for positively associated random variables

Cites Work

• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Convergence Rates in the Law of Large Numbers
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins
• Remark on my Paper "On a Theorem of Hsu and Robbins"
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