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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

On the Convergence Rate in a Theorem of Klesov

Chen, 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}
2

On the convergence rate of complete convergence

Tseng, 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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