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On the Convergence Rate in a Theorem of KlesovChen, Tsung-Wei 24 June 2004 (has links)
egin{abstract}
hspace*{1cm} Let $X_{1}$@, $X_{2}$@,$cdots$@, $X_{n}$ be a sequence of
independent
indentically distributed random variables ( i@. i@. d@.) and
$S_{n}=X_{1}+X_{2}+...+X_{n}$@. Denote
$lambda(varepsilon)=displaystylesum_{n=1}^{infty}P(|S_{n}|geq
nvarepsilon)$@. O.I. Klesov proved that if $EX_{1}=0$,
$EX_{1}^{2}=sigma ^{2}
eq 0$, $E|X_{1}|^{3}<infty$, then
$displaystylelim_{varepsilondownarrow0}varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})=0$.
In this thesis, it is shown that if $EX_{1}=0$,
$EX_{1}^{2}=sigma ^{2}
eq 0$, $E|X_{1}|^{2+delta}<infty$ for
some $displaystyledeltain(frac{1}{2},1]$, then
$displaystylelim_{varepsilondownarrow0}varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})=0$.
end{abstract}
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On the convergence rate of complete convergenceTseng, Tzu-Hui 12 June 2003 (has links)
egin{abstract}
hspace{1cm}Let $X_{1}$, $X_{2}$, $cdots$, $X_{n}$ be a sequence
of independent indentically distributed random variables ( i. i.
d.) and $displaystyle S_{n}=X_{1}+X_{2} +cdots X_{n}$. Denote
$displaystylelambda(varepsilon)=sum^{infty}_{n=1}P{left|S_{n}
ight|geq
nvarepsilon}$, the convergence rate of
$displaystylelambda(varepsilon)$ is studied. O.I. Klesov proved
that if $E|X_{1}|^{3}$ exists, then $displaystyle
varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})
ightarrow 0$.
In this thesis, we show that if $E|X_{1}|^{2+delta}<infty$ for
some $displaystyle
deltain(frac{sqrt{7}-1}{3},1]$, the result of O.I. Klesov
still holds.
end{abstract}
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