Convergence rate for a large deviation probability
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- by David G. Kostka PDF
- Proc. Amer. Math. Soc. 43 (1974), 393-396 Request permission
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.References
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Additional Information
- © Copyright 1974 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 43 (1974), 393-396
- MSC: Primary 60F10
- DOI: https://doi.org/10.1090/S0002-9939-1974-0345174-0
- MathSciNet review: 0345174