Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 2012; 49(4): 795-804

Printed July 1, 2012

https://doi.org/10.4134/JKMS.2012.49.4.795

Copyright © The Korean Mathematical Society.

General laws of precise asymptotics for sums of random variables

Yan-Jiao Meng

China Jiliang University

Abstract

In this paper, we obtain two general laws of precise asymptotics for sums of i.i.d random variables, which contain general weighted functions and boundary functions and also clearly show the relationship between the weighted functions and the boundary functions. As corollaries, we obtain Theorem 2 of Gut and Sp\v {a}taru [A. Gut and A. Sp\v {a}taru, Precise asymptotics in the law of the iterated logarithm, Ann. Probab. ${\boldsymbol 28}$ (2000), no. 4, 1870--1883] and Theorem 3 of Gut and Sp\v {a}taru [A. Gut and A. Sp\v {a}taru, Precise asymptotics in the Baum-Katz and Davids laws of large numbers, J. Math. Anal. Appl. ${\boldsymbol 248}$ (2000), 233--246].

Keywords: precise asymptotics, general law, weighted function, boundary function

MSC numbers: Primary 60F15; Secondary 60G50