English

Convergence rate in precise asymptotics for Davis law of large numbers

Probability 2015-07-24 v1

Abstract

Let {Xn,n1}\{X_n,n\geq 1\} be a sequence of i.i.d. random variables with partial sums {Sn,n1}\{S_n,n\geq 1\}. Based on the classical Baum-Katz theorem, a paper by Heyde in 1975 initiated the precise asymptotics for the sum n1\mboxP(Snϵn)\sum_{n\geq 1}\mbox{P}(|S_n|\geq\epsilon n) as ϵ\epsilon goes to zero. Later, Klesov determined the convergence rate in Heyde's theorem. The aim of this paper is to extend Klesov's result to the precise asymptotics for Davis law of large numbers, a theorem in Gut and Sp\u{a}taru [2000a].

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Cite

@article{arxiv.1507.06406,
  title  = {Convergence rate in precise asymptotics for Davis law of large numbers},
  author = {Lingtao Kong},
  journal= {arXiv preprint arXiv:1507.06406},
  year   = {2015}
}

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8 pages