Identically distributed uncorrelated random variables not fulfilling the WLLN

MaRDI QIDQ2756106zbMATH OpenFDO

Authors Dieter Landers, Lothar Rogge

Publication date 12 November 2001

Published in Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

uncorrelated identically distributed random variablesweak law of large numbers

Mathematics Subject Classification ID

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

Review text

The authors prove that for each \(p\in [1,2)\) there exist identically distributed uncorrelated random variables \((X_n, n\geq 1)\) with \(E|X_1|^p<\infty\), not fulfilling the weak law of large numbers with the normalization constants \((1/n, n\geq 1)\).

Recommendations

• Strong laws of large numbers for weakly correlated random variables
• Kolmogorov's strong law of large numbers holds for pairwise uncorrelated random variables
• On the strong law of large numbers for identically distributed random variables irrespective of their joint distributions
• On the weak law of large numbers for normed weighted sums of i.i.d. random variables
• scientific article; zbMATH DE number 1417912

Cited in

(1)

• WLLN for arrays of nonnegative random variables

This page was built for publication: Identically distributed uncorrelated random variables not fulfilling the WLLN

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2756106)