Strong law of large numbers for sums of products (Q2565369)

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scientific article; zbMATH DE number 971854
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    Strong law of large numbers for sums of products
    scientific article; zbMATH DE number 971854

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      Strong law of large numbers for sums of products (English)
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      18 August 1997
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      Let \((X_j, j\geq 1)\) be independent and identically distributed random variables with mean zero, if it exists, and define \(S^{[k]}_n= \sum X_{i_1}X_{i_2}\cdots X_{i_k}\), where the sum is taken over all \(k\)-subsets \(\{i_1,\dots,i_k\}\) of \(\{1,2,\dots,n\}\). The paper is concerned with conditions under which \(b^{-k}_n S^{[k]}_n\to 0\) a.s. For \(k=2\), and for sequences \(b_n\) like \(n^{1/p}\), a three series theorem characterizing this convergence is given; here, \(0<p<2\), and the case \(k=1\), which is very different, would be the Marcinkiewicz-Zygmund strong law. For \(k\geq 3\), some extra assumptions about the distribution of the \(X_j\) are needed. The results generalize those of \textit{J. Cuzick}, \textit{E. Giné} and \textit{J. Zinn} [ibid. 23, No. 1, 292-333 (1995; Zbl 0833.60030)].
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      Marcinkiewicz-Zygmund strong law
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