Let{X,Xn,n≥1}beasequenceofi.i.d.randomvariableswithzeromean,andsetSn=Σk=1nXk,EX2=σ2>0,λ(ε)=Σn=1∞P(|Sn|≥nε).Inthispaper,wediscusstherateoftheapproximationofσ2byε2λ(ε)undersuitableconditions,andimprovethecorrespondingresultsofKlesov(1994).
应用数学学报：英文版
2013年1期
