A Baum-Katz theorem for i.i.d. random variables with higher order moments

DOI10.1016/j.spl.2014.07.005zbMath1306.60020OpenAlexW1983297684MaRDI QIDQ466995

Soo Hak Sung, Ping Yan Chen

Publication date: 3 November 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.07.005

zbMATH Keywords

convergence ratessums of i.i.d. random variablesBaum-Katz law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (5)

Convergence rates in the law of large numbers and new kinds of convergence of random variables ⋮ An extension of the Baum-Katz theorem to i.i.d. random variables with general moment conditions ⋮ Toeplitz lemma, complete convergence, and complete moment convergence ⋮ Fluctuation of the free energy of Sherrington-Kirkpatrick model with Curie-Weiss interaction: the paramagnetic regime ⋮ Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions

Cites Work

• Unnamed Item
• An intermediate Baum-Katz theorem
• A Baum-Katz theorem for random variables under exponential moment conditions
• A Combinatorial Lemma and Its Application to Probability Theory
• Convergence Rates in the Law of Large Numbers
• The Probability in the Tail of a Distribution
• Complete Convergence and the Law of Large Numbers
• On a Theorem of Hsu and Robbins
• Probability: A Graduate Course

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