The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences
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Publication:2224964
DOI10.1007/S10959-019-00973-2zbMATH Open1469.60096arXiv2103.00114OpenAlexW2994618676WikidataQ126567636 ScholiaQ126567636MaRDI QIDQ2224964FDOQ2224964
Authors: Vu T. N. Anh, Nguyen T. T. Hien, Vo T. H. Van, Le Van Thanh 
Publication date: 4 February 2021
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Abstract: This paper establishes complete convergence for weighted sums and the Marcinkiewicz--Zygmund-type strong law of large numbers for sequences of negatively associated and identically distributed random variables with general normalizing constants under a moment condition that , where is a regularly varying function. The result is new even when the random variables are independent and identically distributed (i.i.d.), and a special case of this result comes close to a solution to an open question raised by Chen and Sung (Statist Probab Lett 92:45--52, 2014). The proof exploits some properties of slowly varying functions and the de Bruijin conjugates. A counterpart of the main result obtained by Martikainen (J Math Sci 75(5):1944-1946, 1995) on the Marcinkiewicz--Zygmund-type strong law of large numbers for pairwise i.i.d. random variables is also presented. Two illustrated examples are provided, including a strong law of large numbers for pairwise negatively dependent random variables which have the same distribution as the random variable appearing in the St. Petersburg game.
Full work available at URL: https://arxiv.org/abs/2103.00114
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