Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155340 | Statistics & Probability Letters | 2006 | 4 Pages |
Abstract
Let {X,Xn,n⩾1} be i.i.d. random variables with partial sums {Sn,n⩾1}, put f(ε)=ânanP(|Sn|⩾εbn),ε⩾0, and assume there exist functions g and h, such that limεâ0g(ε)f(ε)=h(EX2) whenever EX2<â and EX=0. We prove the converse result, namely that limsupεâ0g(ε)f(ε)<â and bn=O(n) imply EX2<â and EX=0.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Deli Li, Aurel SpÄtaru,