|
Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 1, Pages 138–143
(Mi tvp2476)
|
|
|
|
This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On the rate of convergence in the strong law of large numbers
L. V. Rozovskiĭ Leningrad
Abstract:
Let $X_1,X_2,\dots$ be independent random variables, $S_n=X_1+\dots+X_n$, $\{b_n\}_{n=1}^\infty$ be a positive nondecreasing sequence, $\{n_i\}_{i=1}^\infty$ be an increasing sequence of integers satisfying some conditions. We obtain relations between $\displaystyle\mathbf P\{\sup_{k\ge n_m}S_k/b_k\ge\varepsilon\}$ and
$$
Q_m(\varepsilon)=\mathbf P\{S_{n_m}\ge \varepsilon b_{n_m}\}+\sum_{k=m}^\infty\mathbf P\{S_{n_{k+1}}-S_{n_k}\ge\varepsilon b_{n_{k+1}}\},\qquad\varepsilon>0,m\ge 1.
$$
Received: 10.05.1978
Citation:
L. V. Rozovskiǐ, “On the rate of convergence in the strong law of large numbers”, Teor. Veroyatnost. i Primenen., 26:1 (1981), 138–143; Theory Probab. Appl., 26:1 (1981), 135–140
Linking options:
https://www.mathnet.ru/eng/tvp2476 https://www.mathnet.ru/eng/tvp/v26/i1/p138
|
Statistics & downloads: |
Abstract page: | 169 | Full-text PDF : | 78 |
|