On complete convergence and the strong law of large numbers for pairwise independent random variables (Q2453811): Difference between revisions

Spitzer and Baum-Katz type results are obtained for the maximum of partial sums of random variables. The first theorem is a Spitzer type result for the partial sums of pairwise independent random variables satisfying the Cesaro uniform integrability and a moment condition. The second theorem is a Baum-Katz type result if the initial random variables are pairwise independent and identically distributed (pairwise i.i.d.). The third theorem is a Baum-Katz type result for the partial sums of moving averages of pairwise i.i.d. random variables. The results are extended to Banach space valued random variables.