Laws of large numbers and continuity of processes

MaRDI QIDQ4387142zbMATH OpenFDO

Authors Bernard Heinkel

Publication date 8 July 1998

zbMATH Keywords

continuity of processeslaw of large numbers

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Review text

Let \((X_k)_{k\geq 1}\) be a sequence of real-valued r.v., which are independent, symmetrically distributed and which fulfil the classical necessary condition for the strong law of large numbers (SLLN): \(X_k/k \to 0\) a.s. Then the purpose of this note is to give three new examples of relations between SLLN for such sequence and some regularity properties of the so-called Lai processes associated to \((X_k)\). For example, Lai-Rademacher process \(\zeta'(t) = (1-t)\sum_{k \geq 1} t^k \varepsilon_k X_k,\;0 \leq t \leq 1,\) is related to Kolmogorov's SLLN as follows (here \((\varepsilon_k)\) is a sequence of independent Rademacher r.v. and it is supposed that \(0\times \infty = 0\)): \(n^{-2}\sum_ {1\leq k\leq n} X_k^2 \to 0\) a.s. \(\iff \zeta'(t)\), \(0 \leq t \leq 1\), has a continuous covariance a.s. For the entire collection see [Zbl 0883.00024].

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