Existence of moments of a counting process and convergence in multidimensional time

DOI10.1017/APR.2016.49zbMath1426.60035OpenAlexW2499638978MaRDI QIDQ5197404

Ulrich Stadtmüller, O. I. Klesov

Publication date: 23 September 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/apr.2016.49

zbMATH Keywords

momentscomplete convergencelarge deviationsFuk-Nagaev inequalitycounting variables

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10)

Cites Work

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• Sums of independent random variables on partially ordered sets
• On the time and the excess of liner boundary crossing of sample sums
• Marcinkiewicz laws and convergence rates in the law of large numbers for random variables with multidimensional indices
• Limit Theorems for Multi-Indexed Sums of Random Variables
• Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
• Summability Methods for Independent, Identically Distributed Random Variables
• Paley-type inequalities and convergence rates related to the law of large numbers and extended renewal theory
• Convergence Rates in the Law of Large Numbers
• Probability Inequalities for Sums of Independent Random Variables
• Complete Convergence and the Law of Large Numbers

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