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Exact Asymptotics in log log Laws for Random Fields

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  • A. Spătaru

    (Institute of Mathematical Statistics and Applied Mathematics)

Abstract

Let $$\{ X,X_k ,k \in {\mathbb{N}}^r \}$$ be i.i.d. random variables, and set S n =∑ k ≤ n X k . We exhibit a method able to provide exact loglog rates. The typical result is that $${\mathop {\lim }\limits_{\varepsilon \searrow \sigma \sqrt {2r}} } \sqrt {\varepsilon ^2 - 2r\sigma ^2 } \sum\limits_n {\frac{1}{{|\,n\,|}}P(|S_n \geqslant \varepsilon \sqrt {|\,n\,|\log \log |\,n\,|} ) = \frac{{\sigma \sqrt {2r} }}{{r!}},}$$ whenever EX=0,EX 2=σ2 and E[X 2(log+ | X |) r-1]

Suggested Citation

  • A. Spătaru, 2004. "Exact Asymptotics in log log Laws for Random Fields," Journal of Theoretical Probability, Springer, vol. 17(4), pages 943-965, October.
    • Handle: RePEc:spr:jotpro:v:17:y:2004:i:4:d:10.1007_s10959-004-0584-z
    DOI: 10.1007/s10959-004-0584-z
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    References listed on IDEAS

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    1. Chen, Robert, 1978. "A remark on the tail probability of a distribution," Journal of Multivariate Analysis, Elsevier, vol. 8(2), pages 328-333, June.
    2. Pruss, Alexander R., 1997. "A two-sided estimate in the Hsu--Robbins--Erdös law of large numbers," Stochastic Processes and their Applications, Elsevier, vol. 70(2), pages 173-180, October.
    3. Gut, Allan & Spataru, Aurel, 2003. "Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 398-422, August.
    4. Deli Li & Xiangchen Wang & M. Bhaskara Rao, 1992. "Some results on convergence rates for probabilities of moderate deviations for sums of random variables," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 15, pages 1-17, January.
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