Precise asymptotics in complete moment convergence for self-normalized sums
نویسندگان
چکیده
منابع مشابه
A General Law of Complete Moment Convergence for Self-Normalized Sums
Qing-pei Zang School of Mathematical Science, Huaiyin Normal University, Huaian 223300, China Correspondence should be addressed to Qing-pei Zang, [email protected] Received 9 March 2010; Revised 10 April 2010; Accepted 11 April 2010 Academic Editor: Andrei Volodin Copyright q 2010 Qing-pei Zang. This is an open access article distributed under the Creative Commons Attribution License, whic...
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Let X, X1, X2, . . . be i.i.d. random variables with zero means, variance one, and set Sn = ∑n i=1 Xi, n ≥ 1. Gut and Spǎtaru [3] established the precise asymptotics in the law of the iterated logarithm and Li, Nguyen and Rosalsky [7] generalized their result under minimal conditions. If P(|Sn| ≥ ε √ 2n log log n) is replaced by E{|Sn|/√n− ε √ 2 log log n}+ in their results, the new one is call...
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Qing-pei Zang Department of Mathematics, Huaiyin Teachers College, Huaian 223300, China Correspondence should be addressed to Qing-pei Zang, [email protected] Received 25 December 2008; Revised 30 March 2009; Accepted 18 June 2009 Recommended by Jewgeni Dshalalow Let {X,Xn;n ≥ 1} be a sequence of independent and identically distributed i.i.d. random variables and X is in the domain of attra...
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ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 2008
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2008.04.005