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Teoriya Veroyatnostei i ee Primeneniya, 2004, Volume 49, Issue 4, Pages 803–813
DOI: https://doi.org/10.4213/tvp198
(Mi tvp198)
 

This article is cited in 7 scientific papers (total in 7 papers)

Short Communications

On exact asymptotics in the weak law of large numbers for sums of independent random variables with a common distribution function from the domain of attraction of a stable law. II

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy
Full-text PDF (962 kB) Citations (7)
References:
Abstract: Let us consider independent identically distributed random variables $X_1, X_2, \dots\,$, such that
$$ U_n=\frac{S_n}{B_n} -n\,a_n \longrightarrow \xi_\alpha\qquad weakly as\quad n\to\infty, $$
where $S_n = X_1 + \cdots + X_n$, $B_n>0$, $a_n$ are some numbers $(n\geq 1)$, and a random variable $\xi_\alpha$ has a stable distribution with characteristic exponent $\alpha\in[1,2]$.
Our basic purpose is to find conditions under which
$$ \sum_n f_n{P}\big\{U_n\geq\varepsilon\varphi_n\big\}\sim \sum_n f_n{P}\big\{\xi_\alpha\ge\varepsilon\varphi_n\big\}, \qquad\varepsilon\searrow 0, $$
with a positive sequence $\varphi_n$, which tends to infinity and satisfies mild additional restrictions, and with a nonnegative sequence $f_n$ such that $\sum_n f_n =\infty $.
Keywords: independent random variables, law of large numbers, stable law.
Received: 05.02.2003
English version:
Theory of Probability and its Applications, 2005, Volume 49, Issue 4, Pages 724–734
DOI: https://doi.org/10.1137/S0040585X97981408
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: L. V. Rozovskii, “On exact asymptotics in the weak law of large numbers for sums of independent random variables with a common distribution function from the domain of attraction of a stable law. II”, Teor. Veroyatnost. i Primenen., 49:4 (2004), 803–813; Theory Probab. Appl., 49:4 (2005), 724–734
Citation in format AMSBIB
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\by L.~V.~Rozovskii
\paper On exact asymptotics in the weak law of large numbers
for sums of independent random variables with a
common distribution function
from the domain of attraction of a
stable law.~II
\jour Teor. Veroyatnost. i Primenen.
\yr 2004
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\issue 4
\pages 803--813
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\crossref{https://doi.org/10.4213/tvp198}
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\zmath{https://zbmath.org/?q=an:1103.60025}
\transl
\jour Theory Probab. Appl.
\yr 2005
\vol 49
\issue 4
\pages 724--734
\crossref{https://doi.org/10.1137/S0040585X97981408}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000234407500013}
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  • https://www.mathnet.ru/eng/tvp/v49/i4/p803
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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