Precise rates in the law of logarithm for the moment convergence of i.i.d. random variables |
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Authors: | Jiang Ye |
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Affiliation: | a College of Business and Administration, Zhejiang University of Technology, Hangzhou 310014, China b Department of Mathematics, Zhejiang University, Hangzhou 310028, China c School of Computer and Computing Science, Zhejiang University City College, Hangzhou 310015, China |
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Abstract: | Let be a sequence of i.i.d. random variables with EX=0 and EX2=σ2<∞. Set , Mn=maxk?n|Sk|, n?1. Let r>1, then we obtain |
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Keywords: | The law of logarithm Precise asymptotics Moment i.i.d. random variables |
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