On the tail behavior of sums of independent random variables

Author:

Breiman Leo

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference5 articles.

1. Strassen, V.: An invariance principle for the law of the iterated logarithm. Z. Wahrscheinlichkeitstheorie verw. Geb. 3, 211?226 (1964).

2. Skorohod, A. V.: Studies in the theory of random processes. Kiev University, 1961 (translation). Reading (Mass.): Addison-Wesley 1965.

3. Chung, K. L.: On the maximum partial sums of sequences of independent random variables. Trans. Amer. math. Soc. 64, 205?233 (1948).

4. Feller, W.: A limit theorem for random variables with infinite moments. Amer. J. Math. 68, 257?262 (1946).

5. Rosenkrantz, W.: On the rates of convergence for the invariance principle, unpublished m. s., N.Y.U.

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