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Refinement of Convergence Rates for Tail Probabilities
Authors:Deli?Li  author-information"  >  author-information__contact u-icon-before"  >  mailto:lideli@giant.lakeheadu.ca"   title="  lideli@giant.lakeheadu.ca"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author,Aurel?Sp?taru
Affiliation:(1) Department of Mathematical Sciences, Lakehead University, Thunder Bay, Ontario, P7B 5E1, Canada;(2) Institute of Mathematical Statistics and Applied Mathematics, Romanian Academy, Calea 13 Septembrie No 13, 761 00 Bucharest 5, Romania
Abstract:Let X1, X2,... be, i.i.d. random variables, and put $$ S_{n}=X_{1}+cdots+X_{n}$$ . We find necessary and sufficient moment conditions for $$int_{varepsilon }^{infty }f(x^{q})dx < infty , varepsilon >delta $$ , where δ≥ 0 and q>0, and $$f(x)=sum_{n}a_{n}P(leftvert S_{n}rightvert >xb_{n})$$ with an>0 and bn is either $$n^{1/p},,0<p<2,,sqrt{n,log,n}$$ or $$sqrt{n,log,log,n}.$$ The series f(x) we deal with are classical series studied by Hsu and Robbins, Erdős, Spitzer, Baum and Katz, Davis, Lai, Gut, etc
Keywords:Complete convergence  Hoffmann–  J?rgensen inequality  large deviation  moderate deviation  law of large numbers  law of the iterated logarithm
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