Complete exact laws

MaRDI QIDQ2772049zbMATH OpenFDO

Authors André Adler

Publication date 18 February 2002

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

complete convergencestrong law of large numbersweak law of large numbers

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Review text

Laws of large numbers for independent and identically distributed random variables \(\{ X,X_n\), \(n\geq 1 \}\) with \(xP\{X>x\}\sim a(\log x)^{\alpha},\) where \(\alpha >-1\) and \(P\{X<-x\}= o(P\{X>x\})\) are considered. Even the mean does not exist, the laws of large numbers of the form NEWLINE\[NEWLINE \sum_{n=1}^{\infty} c_n P\left\{ \left|\frac{\sum_{k=1}^n a_k X_k}{b_n}-L \right|> \varepsilon \right\}<\infty NEWLINE\]NEWLINE for all \(\varepsilon >0\) and a particular nonsummable sequence \(\{c_n\), \(n\geq 1\},\) where \(L\neq 0\), are established.

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Cited in

(18)

• The distribution of the finitely many times in the strong law of large numbers
• The law of large numbers with exceptional sets
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• A note on random variables with an infinite absolute first moment
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