He, Jianjun - In: Statistics & Probability Letters 82 (2012) 3, pp. 478-487
Let {X,Xn,n≥1} be a sequence of i.i.d. random variables with zero mean and finite variance. Set Sn=∑k=1nXk, EX2=σ20, λα(ϵ)=∑n=1∞P(|Sn|≥n1/2+αϵ), 0α1. In this paper, we discuss the rate of the approximation of σ1/αcα by ϵ1/αλα(ϵ) under suitable conditions, and extend the...
