limsup in probability

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Consider a sequence of n i.i.d. random variable (Xn). We have the inequality:
P(lim infXn≤x)≤lim infP(Xn≤x)≤lim supP(Xn≤x)≤P(lim supXn≤x)



Is there any way to prove (or any conditions under which) that:



log P(X_n ≤x) <= lim sup (1/n) P(X_n ≤x)







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    up vote
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    Consider a sequence of n i.i.d. random variable (Xn). We have the inequality:
    P(lim infXn≤x)≤lim infP(Xn≤x)≤lim supP(Xn≤x)≤P(lim supXn≤x)



    Is there any way to prove (or any conditions under which) that:



    log P(X_n ≤x) <= lim sup (1/n) P(X_n ≤x)







    share|cite





















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      down vote

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      up vote
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      down vote

      favorite











      Consider a sequence of n i.i.d. random variable (Xn). We have the inequality:
      P(lim infXn≤x)≤lim infP(Xn≤x)≤lim supP(Xn≤x)≤P(lim supXn≤x)



      Is there any way to prove (or any conditions under which) that:



      log P(X_n ≤x) <= lim sup (1/n) P(X_n ≤x)







      share|cite











      Consider a sequence of n i.i.d. random variable (Xn). We have the inequality:
      P(lim infXn≤x)≤lim infP(Xn≤x)≤lim supP(Xn≤x)≤P(lim supXn≤x)



      Is there any way to prove (or any conditions under which) that:



      log P(X_n ≤x) <= lim sup (1/n) P(X_n ≤x)









      share|cite










      share|cite




      share|cite









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      Prat

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