A Baum-Katz theorem for i.i.d. random variables with higher order moments (Q466995)
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English | A Baum-Katz theorem for i.i.d. random variables with higher order moments |
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A Baum-Katz theorem for i.i.d. random variables with higher order moments (English)
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3 November 2014
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The weak law of large numbers states that \(\operatorname{P}(|\bar{S}_n - \mu| \geq \varepsilon) \to 0\) as \(n\to\infty\), where \(\bar{S}_n\) is the sample mean of i.i.d.\ random variables \(X_i\) and \(\mu\) is their common mean. Baum-Katz type theorems state that, under certain moment resp.\ tail conditions, the series \(\sum a_n \operatorname{P}(|\bar{S}_n - \mu|\geq \varepsilon)\) converges, where \(a_n\) are appropriate weights. The paper under review covers a special situation, thereby extending a former result of \textit{A. Gut} and \textit{U. Stadtmüller} [Stat. Probab. Lett. 81, No. 10, 1486--1492 (2011; Zbl 1231.60021)].
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Baum-Katz law
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sums of i.i.d. random variables
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convergence rates
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