Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables

DOI10.1016/j.spl.2012.04.019zbMath1254.60034OpenAlexW2008418820MaRDI QIDQ449022

Hong-Wei Yin, Xiao-Yong Xiao

Publication date: 11 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.04.019

zbMATH Keywords

law of the iterated logarithmmoment convergencei.i.d. random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (1)

Moment convergence rates in the law of iterated logarithm for moving average process under dependence

Cites Work

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• Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables
• Some results on convergence rates for probabilities of moderate deviations for sums of random variables
• A remark on the tail probability of a distribution
• Precise asymptotics in Spitzer's law of large numbers
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• Precise asymptotics for a new kind of complete moment convergence
• A supplement to the strong law of large numbers
• Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
• Complete Convergence and the Law of Large Numbers

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