论文标题
大量法律和大偏差的补充
A supplement to the laws of large numbers and the large deviations
论文作者
论文摘要
令$ 0 <p <2 $。令$ \ {x,x_ {n}; n \ geq 1 \} $是一系列独立且相同分布的$ \ mathbf {b} $ - 估值随机变量,并设置$ s_ {n} = \ sum_ {i = 1}^{n}^{n} x__ {i} x_ {i},〜n \ geq 1 $。在本文中,提供了大量经典定律和经典大偏差的补充。我们表明,如果$ s_ {n}/n^{1/p} \ rightArrow _ {\ mathbb {p}} 0 $,那么,对于所有$ s> 0 $,\ [\ limsup_ {n \ to \ Mathbb {p} \ left(\ left \ | s_ {n} \ right \ |> s n^{1/p} \ right)= - (\barβ-p)/p \]和\ [\ liminf_ { \ Mathbb {p} \ left(\ left \ | s_ {n} \ right \ |> s n^{1/p} \ right)= - (\undeslineβ -p)/p,\ \ \ \ \ [\barβ= - barβ= - \ limsup_ { \ | x \ |。 \]证明这一结果的主要工具是霍夫曼·乔根森(Hoffmann-Jørgensen,1974),de Acosta(1981)和Ledoux and Talagrand(1991)建立的对称技术和三种强大的不平等现象。作为此结果的特殊情况,Hu和Nyrhinen(2004)的主要结果不仅得到了改善,而且还扩大了。
Let $0 < p < 2$. Let $\{X, X_{n}; n \geq 1\}$ be a sequence of independent and identically distributed $\mathbf{B}$-valued random variables and set $S_{n} = \sum_{i=1}^{n}X_{i},~n \geq 1$. In this paper, a supplement to the classical laws of large numbers and the classical large deviations is provided. We show that if $S_{n}/n^{1/p} \rightarrow_{\mathbb{P}} 0$, then, for all $s > 0$, \[ \limsup_{n \to \infty} \frac{1}{\log n} \log \mathbb{P}\left(\left\|S_{n} \right\| > s n^{1/p} \right) = - (\barβ - p)/p \] and \[ \liminf_{n \to \infty} \frac{1}{\log n} \log \mathbb{P}\left(\left\|S_{n} \right\| > s n^{1/p} \right) = -(\underlineβ - p)/p, \] where \[ \barβ = - \limsup_{t \rightarrow \infty} \frac{\log \mathbb{P}(\log \|X\| > t)}{t} ~~\mbox{and}~~\underlineβ = - \liminf_{t \rightarrow \infty} \frac{\log \mathbb{P}(\log \|X\| > t)}{t}. \] The main tools employed in proving this result are the symmetrization technique and three powerful inequalities established by Hoffmann-Jørgensen (1974), de Acosta (1981), and Ledoux and Talagrand (1991), respectively. As a special case of this result, the main results of Hu and Nyrhinen (2004) are not only improved, but also extended.