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Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 3, Pages 589–596
DOI: https://doi.org/10.4213/tvp273
(Mi tvp273)
 

This article is cited in 9 scientific papers (total in 9 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

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy
Full-text PDF (851 kB) Citations (9)
References:
Abstract: Let us consider independent identically distributed random variables $X_1, X_2, \ldots\,$, 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 $\alpha\in (0, 2)$.
$$ \sum_n f_nP\{|U_n|\geq\varepsilon\varphi_n\}\sim \sum_n f_nP\{|\xi_\alpha|\ge\varepsilon\varphi_n\},\qquad\varepsilon\searrow 0, $$
Our basic purpose is to find conditions under which 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: 20.11.2002
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 3, Pages 561–568
DOI: https://doi.org/10.1137/S0040585X97980592
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”, Teor. Veroyatnost. i Primenen., 48:3 (2003), 589–596; Theory Probab. Appl., 48:3 (2004), 561–568
Citation in format AMSBIB
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\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
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\jour Theory Probab. Appl.
\yr 2004
\vol 48
\issue 3
\pages 561--568
\crossref{https://doi.org/10.1137/S0040585X97980592}
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  • https://doi.org/10.4213/tvp273
  • https://www.mathnet.ru/eng/tvp/v48/i3/p589
  • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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