Convergence rate for a large deviation probability

Kostka, David G.

doi:10.1090/S0002-9939-1974-0345174-0

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.

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