Complete exact laws (Q2772049)

From MaRDI portal





scientific article; zbMATH DE number 1706592
Language Label Description Also known as
default for all languages
No label defined
    English
    Complete exact laws
    scientific article; zbMATH DE number 1706592

      Statements

      18 February 2002
      0 references
      strong law of large numbers
      0 references
      weak law of large numbers
      0 references
      complete convergence
      0 references
      0 references
      Complete exact laws (English)
      0 references
      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.
      0 references

      Identifiers