On the Baum-Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constants (Q2223439)

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On the Baum-Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constants
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    On the Baum-Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constants (English)
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    29 January 2021
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    Henceforth, \(\tilde L\) denotes the de Bruijn conjugate of \(L\). The main result of the paper is Theorem 1. Let \(1 \le p < 2\), let \(\{ X,{X_n},n \ge 1\} \) be a sequence of pairwise independent identically distributed random variables, and let \(L( \cdot )\) be a slowly varying function defined on \([0,\infty )\). When \(p = 1\), we assume that \(L(x) \ge 1\) and increases on \([0,\infty )\). Then the following statements are equivalent: (i) The random variable \(X\) satisfies \(EX = 0\), \(E{\left| X \right|^p}{L^p}\left| X \right| < \infty \). (ii) For all \(\alpha \ge {p^{ - 1}}\), we have \(\sum\limits_{n = 1}^\infty {{n^{\alpha p - 2}}P\left( {\mathop {\max }\limits_{1 \le j \le n} \left| {\sum\limits_{i = 1}^j {{X_i}} } \right| > \varepsilon {n^\alpha }\tilde L({n^\alpha }))} \right)} < \infty \) for all \(\varepsilon > 0\). (iii) The Marcinkiewicz-Zygmund-type strong law of large numbers holds.
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    Baum-Katz theorem
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    de Bruijn conjugates
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