摘要
Abstract Let {X, Xn, n ≥ 1} be a sequence of i.i.d.random variables with zero mean, and set Sn = n∑k=1Xk, EX2 = σ2 〉 0, λ(ε) = ∞∑n=1P(1Sn1 ≥ ns). In this paper, we discuss the rate of the approximation of σ2 by ε2= λ(s) under suitable conditions, and improve the corresponding results of Klesov (1994).
Abstract Let {X, Xn, n ≥ 1} be a sequence of i.i.d.random variables with zero mean, and set Sn = n∑k=1Xk, EX2 = σ2 〉 0, λ(ε) = ∞∑n=1P(1Sn1 ≥ ns). In this paper, we discuss the rate of the approximation of σ2 by ε2= λ(s) under suitable conditions, and improve the corresponding results of Klesov (1994).