Asymptotic Property for Some Series of Probability

Abstract Let {X, Xn, n ≥ 1} be a sequence of i.i.d.random variables with zero mean, and set Sn = n∑k=1Xk, EX2 = σ2 〉 0, λ（ε） = ∞∑n=1P（1Sn1 ≥ ns）. In this paper, we discuss the rate of the approximation of σ2 by ε2= λ（s） under suitable conditions, and improve the corresponding results of Klesov （1994...

Full description

Saved in:
Bibliographic Details
Published in:Acta Mathematicae Applicatae Sinica 2013, Vol.29 (1), p.179-186
Main Authors: He, Jian-jun, Xie, Ting-fan
Format: Article
Language:English
Subjects:
Applications of Mathematics
Math Applications in Computer Science
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Theoretical
均值
概率
渐近性质
近似率
随机变量
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Abstract Let {X, Xn, n ≥ 1} be a sequence of i.i.d.random variables with zero mean, and set Sn = n∑k=1Xk, EX2 = σ2 〉 0, λ（ε） = ∞∑n=1P（1Sn1 ≥ ns）. In this paper, we discuss the rate of the approximation of σ2 by ε2= λ（s） under suitable conditions, and improve the corresponding results of Klesov （1994）.
ISSN:0168-9673
1618-3932
DOI:10.1007/s10255-012-0138-6