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Remarks on summability of series formed of deviation probabilities of sums of independent identically distributed random variables

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Abstract

We make some remarks leading to a refinement of the recent work of Klesov (1993) on the connection between the convergence of the series \(\Sigma _{n = 1}^\infty \tau _n P(|S_n | \ge \varepsilon n^\alpha )\) for every ε > 0 and the convergence of \(\Sigma _{n = 1}^\infty n\tau _n P(|X_1 | \ge \varepsilon n^\alpha )\) again for every ε > 0.

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Pruss, A.R. Remarks on summability of series formed of deviation probabilities of sums of independent identically distributed random variables. Ukr Math J 48, 631–635 (1996). https://doi.org/10.1007/BF02390624

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  • DOI: https://doi.org/10.1007/BF02390624

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