Strengthening classical results on convergence rates in strong limit theorems

DOI10.1007/s00440-004-0404-5zbMath1103.60049OpenAlexW2127455358MaRDI QIDQ2502247

Aurel Spătaru

Publication date: 12 September 2006

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

Full work available at URL: https://doi.org/10.1007/s00440-004-0404-5

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)

Related Items (5)

Convergence and precise asymptotics for series involving self-normalized sums ⋮ Convergence rates of tail probabilities for sums under dependence assumptions ⋮ Improved convergence rates for tail probabilities for sums of i.i.d. Banach space valued random vectors ⋮ Complete moment and integral convergence for sums of negatively associated random variables ⋮ Refinement of convergence rate for the strong law of large numbers in Banach space

Cites Work

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