✦ LIBER ✦
Precise Asymptotics in the Baum–Katz and Davis Laws of Large Numbers
✍ Scribed by Allan Gut; Aurel Spătaru
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 109 KB
- Volume
- 248
- Category
- Article
- ISSN
- 0022-247X
No coin nor oath required. For personal study only.
✦ Synopsis
of i.i.d. random variables such that EX s 0, let 1 2 Z be a random variable possessing a stable distribution G with exponent ␣, 1 -␣ F 2, assume the distribution of X is attracted to G, and set S s X n 1 q иии qX . We prove that n p Ž ␣ p rŽ ␣yp..Ž r r py1. r r py2 1 r p yŽ ␣ p rŽ ␣yp..Ž r r py1.