On complete convergence and the strong law of large numbers for pairwise independent random variables (Q2453811)
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English | On complete convergence and the strong law of large numbers for pairwise independent random variables |
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On complete convergence and the strong law of large numbers for pairwise independent random variables (English)
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10 June 2014
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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.
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complete convergence
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strong law of large numbers
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pairwise independent random variables
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moving average process
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\(B\)-valued random element
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