Precise rates in the generalized law of the iterated logarithm

Let {X,Xn,n≥1} be a sequence of i.i.d. random variables with EX=0 and 0<EX2=σ2<∞, and set Sn=∑i=1nXi, n≥1. For every d>0 and an=o((loglogn)−d), we show the precise rates in the generalized law of the iterated logarithm for a kind of weighted infinite series of P{|Sn|≥(ε+an)σn(loglogn)d}.

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Year of publication:	2013
Authors:	Xiao, Xiao-Yong ; Zhang, Li-Xin ; Yin, Hong-Wei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 2, p. 616-623
Publisher:	Elsevier
Subject:	Precise rates \| The law of the iterated logarithm \| Complete convergence \| i.i.d. random variables

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011040099