Exponential Convergence Rates for the Law of Large Numbers

DOI10.2307/1993673zbMath0107.13201OpenAlexW4205910401MaRDI QIDQ3293756

Leonard E. Baum, Melvin Louis Katz, Jr., Robert Richard Read

Publication date: 1962

Full work available at URL: https://doi.org/10.2307/1993673

zbMATH Keywords

probability theory

Related Items

Riesz means and self-neglecting functions ⋮ On the rate of convergence of probabilities of moderate deviations ⋮ Induction: a logical analysis ⋮ Convergence Rates in the Law of Large Numbers ⋮ Precise asymptotics of weighted sequences and their applications ⋮ Exponential convergence for sequences of random variables ⋮ Testing hypotheses for Markov chains when the parameter space is finite ⋮ Exponential convergence rates for weighted sums in noncommutative probability space ⋮ Convergence rates for record times and the associated counting process ⋮ Two probability theorems and their application to some first passage problems ⋮ Convergence rates for weighted sums in noncommutative probability space ⋮ Exponential rates of convergence in the ergodic theorem: a constructive approach ⋮ Probability inequalities for sums of absolutely regular processes and their applications ⋮ On moderate deviations ⋮ Lax-type theorems and a unified approach to some limit theorems in probability theory with rates ⋮ Geometric ergodicity in a class of denumerable Markov chains ⋮ Probabilities of the deviation of the sample mean from its median

Cites Work

• The Probability in the Extreme Tail of a Convolution
• A Bound for the Law of Large Numbers for Discrete Markov Processes
• On Optimal Systems
• Generalization of a Probability Limit Theorem of Cramer
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item