An elementary derivation of Khintchine’s estimate for large deviations.
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- by Mark Pinsky
- Proc. Amer. Math. Soc. 22 (1969), 288-290
- DOI: https://doi.org/10.1090/S0002-9939-1969-0245078-6
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References
- Kai Lai Chung, A course in probability theory, Harcourt, Brace & World, Inc., New York, 1968. MR 0229268 A. Y. Khintchine, Asymptotische Gesetze der Wahrscheinlichkeitrechung, Ergebnisse der Math., Vol. 2, Springer-Berlin, Berlin, 1933.
- John Lamperti, Probability. A survey of the mathematical theory, W. A. Benjamin, Inc., New York-Amsterdam, 1966. MR 0206996
- V. V. Petrov, On a relation between an estimate of the remainder in the central limit theorem and the law of iterated logarithm, Teor. Verojatnost. i Primenen. 11 (1966), 514–518 (Russian, with English summary). MR 0212855
- H. F. Trotter, An elementary proof of the central limit theorem, Arch. Math. 10 (1959), 226–234. MR 108847, DOI 10.1007/BF01240790
Bibliographic Information
- © Copyright 1969 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 22 (1969), 288-290
- MSC: Primary 60.30
- DOI: https://doi.org/10.1090/S0002-9939-1969-0245078-6
- MathSciNet review: 0245078