The Annals of Probability

On a Problem of Csorgo and Revesz

Qi-Man Shao

Full-text: Open access

Abstract

Suppose $\{X_n\}$ is an i.i.d. sequence of random variables with mean 0, variance 1 and $S_n = \sum^n_{i = 1}X_i$. Let $0 < r < 1$. It is well known that $S_n - W(n) = O((\log n)^{1/r}) \mathrm{a.s}.$ when $Ee^{t_0|X_1|^r} < \infty$ for some $t_0 > 0$, where $\{W(t), t \geq 0\}$ is the standard Wiener process. We prove that $O((\log n)^{1/r})$ cannot be replaced by $o((\log n)^{1/r})$.

Article information

Source
Ann. Probab., Volume 17, Number 2 (1989), 809-812.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176991428

Digital Object Identifier
doi:10.1214/aop/1176991428

Mathematical Reviews number (MathSciNet)
MR985391

Zentralblatt MATH identifier
0684.60020

JSTOR
links.jstor.org

Subjects
Primary: 60F15: Strong theorems

Keywords
Invariance principle increments of partial sums

Citation

Shao, Qi-Man. On a Problem of Csorgo and Revesz. Ann. Probab. 17 (1989), no. 2, 809--812. doi:10.1214/aop/1176991428. https://projecteuclid.org/euclid.aop/1176991428


Export citation