Advances and Applications in Statistics
Volume 6, Issue 3, Pages 411 - 417
(December 2006)
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A BAUM-KATZ LAW UNDER REGULARLY VARYING MOMENT CONDITIONS
George Stoica (Canada)
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Abstract: We simplify some recent ideas from Alexander Pruss [11] and prove a Baum-Katz law for partial sums of i.i.d. random variables distributed like X under the assumption that is integrable, where g is a regularly varying function at infinity. |
Keywords and phrases: Baum-Katz theorem, regularly varying function. |
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