A probability bound for integrals with respect to stochastic processes with independent increments
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- by D. L. Hanson and L. H. Koopmans PDF
- Proc. Amer. Math. Soc. 16 (1965), 1173-1177 Request permission
References
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H. Cramér, Sur un nouveau théorème-limite de la théorie des probabilités, Actualités Sci. Ind., No. 736, Paris, 1938.
- J. L. Doob, Stochastic processes, Wiley Classics Library, John Wiley & Sons, Inc., New York, 1990. Reprint of the 1953 original; A Wiley-Interscience Publication. MR 1038526
- D. L. Hanson and L. H. Koopmans, On the convergence rate of the law of large numbers for linear combinations of independent random variables, Ann. Math. Statist. 36 (1965), 559–564. MR 182043, DOI 10.1214/aoms/1177700167
- Michel Loève, Probability theory, The University Series in Higher Mathematics, D. Van Nostrand Co., Inc., Princeton, N.J.-Toronto-New York-London, 1960. 2nd ed. MR 0123342
Additional Information
- © Copyright 1965 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 16 (1965), 1173-1177
- MSC: Primary 60.75; Secondary 60.60
- DOI: https://doi.org/10.1090/S0002-9939-1965-0184281-7
- MathSciNet review: 0184281