On the convergence rate in precise asymptotics
Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 1, pp. 57-74 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

We study some aspects of estimation of the convergence rate in the so-called “exact asymptotics.” In particular, we obtain asymptotic expansions in powers of $\varepsilon$ of sums of the form $\sum_{n\ge 1} n^s\,\mathbf P(\xi_{\alpha}> \varepsilon n^{\delta})$, where a random variable $\xi_{\alpha}$ has a stable distribution with an exponent $\alpha\in (0, 2]$, $\delta>0$, $s\in \mathbf R$.
Mots-clés : convergence rates
Keywords: precise asymptotics, complete convergence.
@article{TVP_2023_68_1_a3,
     author = {L. V. Rozovskii},
     title = {On the convergence rate in precise asymptotics},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {57--74},
     year = {2023},
     volume = {68},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2023_68_1_a3/}
}
TY  - JOUR
AU  - L. V. Rozovskii
TI  - On the convergence rate in precise asymptotics
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2023
SP  - 57
EP  - 74
VL  - 68
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TVP_2023_68_1_a3/
LA  - ru
ID  - TVP_2023_68_1_a3
ER  - 
%0 Journal Article
%A L. V. Rozovskii
%T On the convergence rate in precise asymptotics
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2023
%P 57-74
%V 68
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_2023_68_1_a3/
%G ru
%F TVP_2023_68_1_a3
L. V. Rozovskii. On the convergence rate in precise asymptotics. Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 1, pp. 57-74. http://geodesic.mathdoc.fr/item/TVP_2023_68_1_a3/

[1] A. Gut, J. Steinebach, “Convergence rates in precise asymptotics”, J. Math. Anal. Appl., 390:1 (2012), 1–14 ; Correction, 2014, 2 pp. http://www.math.uu.se/~allan/90correction.pdf | DOI | MR | Zbl

[2] A. Gut, J. Steinebach, “Convergence rates in precise asymptotics. II”, Ann. Univ. Sci. Budapest. Sect. Comput., 39 (2013), 95–110 | MR | Zbl

[3] V. V. Petrov, Predelnye teoremy dlya summ nezavisimykh sluchainykh velichin, Nauka, M., 1987, 318 pp. | MR | Zbl

[4] Yong Zhang, “A note on the convergence rates in precise asymptotics”, J. Inequal. Appl., 2019 (2019), 15, 11 pp. | DOI | MR | Zbl

[5] L. V. Rozovsky, “One more on the convergence rates in precise asymptotics”, Statist. Probab. Lett., 171 (2021), 109023, 6 pp. | DOI | MR | Zbl

[6] L. V. Rozovskii, “O skorosti skhodimosti v “tochnykh asimptotikakh” dlya sluchainykh velichin s ustoichivym raspredeleniem”, Veroyatnost i statistika. 30, Zap. nauch. sem. POMI, 501, POMI, SPb., 2021, 259–275 | MR

[7] V. M. Zolotarev, One-dimensional stable distributions, Transl. Math. Monogr., 65, Amer. Math. Soc., Providence, RI, 1986, x+284 pp. | DOI | MR | MR | Zbl | Zbl

[8] Lingtao Kong, Hongshuai Dai, “Convergence rates in precise asymptotics for a kind of complete moment convergence”, Stoch. Dyn., 17:2 (2017), 1750015, 18 pp. | DOI | MR | Zbl

[9] B. A. Lifshits, “On the accuracy of approximation in the central limit theorem”, Theory Probab. Appl., 21:1 (1976), 108–124 | DOI | MR | Zbl

[10] N. G. de Bruijn, Asymptotic methods in analysis, Bibliotheca Mathematica, 4, 2nd ed., North-Holland Publishing Co., Amsterdam; P. Noordhoff Ltd., Groningen, 1961, xii+200 pp. | MR | Zbl | Zbl

[11] H. Cramér, Mathematical methods of statistics, Princeton Math. Ser., 9, Princeton Univ. Press, Princeton, NJ, 1946, xvi+575 pp. | MR | MR | Zbl