|
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
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
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
Linking options:
https://www.mathnet.ru/eng/tvp198https://doi.org/10.4213/tvp198 https://www.mathnet.ru/eng/tvp/v49/i4/p803
|
|