Convergence rate in the Petrov SLLN for dependent random variables (Q2400079)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate in the Petrov SLLN for dependent random variables |
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Convergence rate in the Petrov SLLN for dependent random variables (English)
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25 August 2017
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The rate of convergence in the strong law of large numbers is studied. A complete convergence theorem, in other words a Baum-Katz-type result is proved. For the random variables, the usual independence and identical distribution assumptions are replaced by a Petrov-type condition and a moment condition for the partial sums. Then, the result is applied for negatively associated random variables.
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rate convergence
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law of large numbers
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Petrov's condition
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dependent random variables
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