Limit Theorems for Delayed Sums
Lai, Tze Leung
Ann. Probab., Tome 2 (1974) no. 6, p. 432-440 / Harvested from Project Euclid
In this paper, we study analogues of the law of the iterated logarithm for delayed sums of independent random variables. In the i.i.d. case, necessary and sufficient conditions for such analogues are obtained. We apply our results to find convergence rates for expressions of the form $P\lbrack |S_n| > b_n \rbrack$ and $P\lbrack \sup_{k\geqq n} |S_k/b_k| > \varepsilon \rbrack$ for certain upper-class sequences $(b_n)$. In this connection, certain theorems of Erdos, Baum and Katz are also generalized.
Publié le : 1974-06-14
Classification:  6030,  Delayed first arithmetic means,  law of the the iterated logarithm,  Kolmogrovov's exponential bounds,  rate of convergence,  upper-class sequences
@article{1176996658,
     author = {Lai, Tze Leung},
     title = {Limit Theorems for Delayed Sums},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 432-440},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996658}
}
Lai, Tze Leung. Limit Theorems for Delayed Sums. Ann. Probab., Tome 2 (1974) no. 6, pp.  432-440. http://gdmltest.u-ga.fr/item/1176996658/