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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 2, Pages 327–331
(Mi tvp378)
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This article is cited in 10 scientific papers (total in 10 papers)
Short Communications
An Estimate of the Remainder Term in a Limit Theorem for Recurrent Events
A. O. Gel'fond Moscow
Abstract:
Let $\mathcal{E}$ be a recurrent event, $a_n$ be the probability that $\mathcal{E}$ occurs at the $n$-th trial and $p_n$ be the probability that $\mathcal{E}$ occurs for the first time at the $n$-th trial. A. N. Kolmogorov [2] proved that as $n\to\infty$
$$
B_n=a_n-\frac{1}{\mu}\to 0,
$$
where $\mu=\sum_{k\geqq 1}kp_n$ and then W. Feller [3] estimated the remainder term $B_n$ under some addition-conditions. In this note a more exact estimate of $B_n$ under more general conditions as compared to Feller's is given.
Received: 14.06.1961
Citation:
A. O. Gel'fond, “An Estimate of the Remainder Term in a Limit Theorem for Recurrent Events”, Teor. Veroyatnost. i Primenen., 9:2 (1964), 327–331; Theory Probab. Appl., 9:2 (1964), 299–303
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https://www.mathnet.ru/eng/tvp378 https://www.mathnet.ru/eng/tvp/v9/i2/p327
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Abstract page: | 286 | Full-text PDF : | 127 | First page: | 1 |
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