The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences
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Publication:2224964
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.
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Cited in
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- On the strong laws of large numbers for sequences of blockwise pairwise and coordinatewise negatively dependent random vectors in Hilbert spaces
- An analogue for Marcinkiewicz-Zygmund strong law of negatively associated random variables
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