A supplement to precise asymptotics in the law of the iterated logarithm |
| |
Authors: | Deli Li Bao-Em Nguyen |
| |
Affiliation: | a Department of Mathematical Sciences, Lakehead University, Thunder Bay, ON, Canada P7B 5E1 b Department of Statistics, University of Florida, Gainesville, FL 32611, USA |
| |
Abstract: | Let be a sequence of real-valued i.i.d. random variables with E(X)=0 and E(X2)=1, and set , n?1. This paper studies the precise asymptotics in the law of the iterated logarithm. For example, using a result on convergence rates for probabilities of moderate deviations for obtained by Li et al. [Internat. J. Math. Math. Sci. 15 (1992) 481-497], we prove that, for every b∈(−1/2,1], |
| |
Keywords: | Precise asymptotics Law of the iterated logarithm Convergence rates of moderate deviations Partial sums of i.i.d. random variables |
本文献已被 ScienceDirect 等数据库收录! |
|