A supplement to the laws of large numbers and the large deviations
Probability
2020-07-13 v1
Abstract
Let . Let be a sequence of independent and identically distributed -valued random variables and set . In this paper, a supplement to the classical laws of large numbers and the classical large deviations is provided. We show that if , then, for all , and where The main tools employed in proving this result are the symmetrization technique and three powerful inequalities established by Hoffmann-J{\o}rgensen (1974), de Acosta (1981), and Ledoux and Talagrand (1991), respectively. As a special case of this result, the main results of Hu and Nyrhinen (2004) are not only improved, but also extended.
Keywords
Cite
@article{arxiv.2007.05150,
title = {A supplement to the laws of large numbers and the large deviations},
author = {Deli Li and Yu Miao},
journal= {arXiv preprint arXiv:2007.05150},
year = {2020}
}
Comments
19 pages