Convergence rate for a large deviation probability
Author:
David G. Kostka
Journal:
Proc. Amer. Math. Soc. 43 (1974), 393396
MSC:
Primary 60F10
MathSciNet review:
0345174
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Abstract: It is known that a condition more stringent than a finite variance is needed to show, by a direct application of large deviation estimates, the convergence of the series used in classical proofs of the law of the iterated logarithm. However, the series still converges if the variables have only a finite variance.
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Additional Information
DOI:
http://dx.doi.org/10.1090/S00029939197403451740
PII:
S 00029939(1974)03451740
Keywords:
Large deviations,
law of the iterated logarithm,
Skorohod representation,
Gaussian tail estimates,
law of large numbers
Article copyright:
© Copyright 1974
American Mathematical Society
