A remark on the fluctuation behavior of I.I.D. Poisson random variables
β Scribed by Andrew Rosalsky
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 73 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Let {x,x~ ; n >\\_ 1} be a sequence of i.i.d, random variables. Set Sn = X1 + X2 + β’ .. +Xn and M,~ = maxk 1. By using the strong approximation method, we obtain that for any -1 if and only if EX = 0 and EX 2 < oo, which strengthen and extend the result of Gut and Sp~taru [1], where N is the stan
The corresponding moderate deviation principle follows. The Central Limit theorem has been recently obtained by Pang, Lin and Hwang [T.X. Pang, Z.Y. Lin, K.S. Hwang, Asymptotics for self-normalized random products of sums of i.i.d. random variables, J. Math. Anal. Appl. 334 (2007) 1246-1259].