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Precise Asymptotics in Spitzer's Law of Large Numbers

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  • Aurel Spătaru

    (Romanian Academy)

Abstract

Let X, X 1, X 2,... be a sequence of i.i.d. random variables such that EX=0, assume the distribution of X is attracted to a stable distribution with exponent α

Suggested Citation

  • Aurel Spătaru, 1999. "Precise Asymptotics in Spitzer's Law of Large Numbers," Journal of Theoretical Probability, Springer, vol. 12(3), pages 811-819, July.
    • Handle: RePEc:spr:jotpro:v:12:y:1999:i:3:d:10.1023_a:1021636117551
    DOI: 10.1023/A:1021636117551
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    References listed on IDEAS

    as
    1. Chen, Robert, 1978. "A remark on the tail probability of a distribution," Journal of Multivariate Analysis, Elsevier, vol. 8(2), pages 328-333, June.
    2. Pruss, Alexander R., 1997. "A two-sided estimate in the Hsu--Robbins--Erdös law of large numbers," Stochastic Processes and their Applications, Elsevier, vol. 70(2), pages 173-180, October.
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