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

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...

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Bibliographic Details
Date:1996
Main Authors: Pruss, A. R., Прус, А. Р.
Format: Article
Language:English
Published: Institute of Mathematics, NAS of Ukraine 1996
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5323
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Summary: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.