Remote Access Proceedings of the American Mathematical Society
Green Open Access

Proceedings of the American Mathematical Society

ISSN 1088-6826(online) ISSN 0002-9939(print)



Convergence rate for a large deviation probability

Author: David G. Kostka
Journal: Proc. Amer. Math. Soc. 43 (1974), 393-396
MSC: Primary 60F10
MathSciNet review: 0345174
Full-text PDF

Abstract | References | Similar Articles | Additional Information

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 [Enhancements On Off] (What's this?)

Similar Articles

Retrieve articles in Proceedings of the American Mathematical Society with MSC: 60F10

Retrieve articles in all journals with MSC: 60F10

Additional Information

Keywords: Large deviations, law of the iterated logarithm, Skorohod representation, Gaussian tail estimates, law of large numbers
Article copyright: © Copyright 1974 American Mathematical Society

American Mathematical Society