1962
DOI: 10.2307/1993673
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Exponential Convergence Rates for the Law of Large Numbers

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Cited by 10 publications
(13 citation statements)
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“…Theorem 1 can be extended to Au's that are independent (but not necessarily identically distributed) in} for fixed i and in i for fixed} by estimating the right sides of inequalities (Al) using known results about sums of independent random variables. For example, the 548 THE AMERICAN NATURALIST estimate (A6) can be replaced by one given by Petrov (1975, p. 288, a result credited to Baum et al 1962).…”
Section: Appendixmentioning
confidence: 99%
“…Theorem 1 can be extended to Au's that are independent (but not necessarily identically distributed) in} for fixed i and in i for fixed} by estimating the right sides of inequalities (Al) using known results about sums of independent random variables. For example, the 548 THE AMERICAN NATURALIST estimate (A6) can be replaced by one given by Petrov (1975, p. 288, a result credited to Baum et al 1962).…”
Section: Appendixmentioning
confidence: 99%
“…Furthermore, the faster z n goes to °°, the higher is the order of those moments that must be bounded. To insure this degree of increasingly normal-like behavior, we require that the underlying mgf exist on the whole real line, and we extend a theorem of Baum, Katz, and Read (1962) to show that this requirement is necessary.…”
Section: P(n^s N I= Z) = (2n)-'z-'ex P {-L 2 Z 2 N}{\ + O(z~2)}mentioning
confidence: 99%
“…/ / {X n : 1 g n < <»} is a sequence of iid random variables satisfying the conditions of Theorem (2.1), and </>(x) is a function of a real variable having the properties (3.2a) <K X ) increases monotonically and continuously to °° as x-»°°; 4. The necessity of the existence of the mgf for all < > 0 For a sequence of iid random variables having partial sums {S n : 1 S n < oo}, Baum, Katz, and Read (1962) proved that, if there are numbers A > 0, C > 0 , and 0< p < 1 such that P(n~'S n^ \V~n)^ Cp" for all sufficiently large n, then there must exist a number B, 0< B <»>, such that 4>(t) = E(expfX,)<3° for 0 s / < B. Their result was improved and sharpened by Petrov and Shirokova (1973).…”
Section: = Max {K^(k)}-\s N+k -S N )mentioning
confidence: 99%
“…Mas, segundo o item (iv) da definição (1.2.1), se P(A c n ) decair para zero em n, então podemos construir o campo aleatório X. O teorema a seguir, principal resultado desta tese, diz como P(A c n ) deve ir para zero quando n → ∞, de tal forma que possamos construir X e também obter, para esse campo, taxa exponencial de convergência na lei multidimensional dos grandes números. Teorema 1.2.1 (Resultado Principal) 4 Seja X um campo aleatório assumindo valores em R Z d e f X a função de construção de X. Se f X for limitada e P(A c n ) = O(n −d−δ ) , para algum δ > 0, então a taxa de convergência na Lei Multidimensional dos Grandes Números será exponencial para o campo aleatório X.…”
Section: Definições Preliminaresunclassified
“…Taxas exponenciais de convergência na LMGN podem ser encontradas, por exemplo, em [4] para campos aleatórios indexados por Z; em [5] para campos aleatórios distribuídos segundo medidas estacionárias de sistemas de partículas atrativos; e em [6] para sistemas percolativos de longo alcance. Nesta presente tese taxas exponenciais de convergência na LMGN são provadas a partir da técnica usada em [2] para provar o decaimento super-exponencial das correlações espaciais do limite de saturação do processo de estacionamento (ver Capítulo 2 desta tese).…”
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