Strengthening classical results on convergence rates in strong limit theorems (Q2502247)
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English | Strengthening classical results on convergence rates in strong limit theorems |
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Strengthening classical results on convergence rates in strong limit theorems (English)
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12 September 2006
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The paper provides results for the finiteness of integrals of Hsu-Robbins-Spitzer-Baum-Katz sums [\textit{P. L. Hsu} and \textit{H. Robbins}, Proc. Natl. Acad. Sci. USA 33, 25--31 (1947; Zbl 0030.20101); \textit{F. Spitzer}, [Trans. Am. Math. Soc. 82, 323--339 (1956; Zbl 0071.13003) and \textit{L. E. Baum} and \textit{M. Katz}, ibid. 120, 108--123 (1965; Zbl 0142.14802)] and a variation of a result due to \textit{J. Marcinkiewicz} and \textit{A. Zygmund} [Fundam. Math. 29, 60--90 (1937; Zbl 0016.40901)] (sufficiency) and \textit{D. L. Burkholder} [Ann. Math. Stat. 33, 887--893 (1962; Zbl 0128.12602)] (necessity) concerning the integrability of the supremum of the arithmetic means of i.i.d. random variables.
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