Convergence rates in the limit theorems for random sums of \(m\)-orthogonal random variables (Q6650737)

Letting \(X_1,X_2,\ldots\) be an \(m\)-dependent sequence of random variables with finite second moments, and \(N_\beta\) a positive integer-valued random variable independent of the \(X_i\) and depending on a parameter \(\beta\) such that \(\mathbb{E}[N_\beta^{-1}]\to0\) as \(\beta\to\infty\), the authors establish laws of large numbers for the random sum \(S_{N_\beta}=X_1+\cdots+X_{N_\beta}\). Convergence rates are given for normalised sums of the form \(\varphi(N_\beta)S_{N_\beta}\) and \(\varphi(\mathbb{E}N_\beta)S_{N_\beta}\) for suitable normalisation functions \(\varphi\). Corollaries of these results include a weak law of large numbers for martingale difference sequences.