Baum-Katz type theorems with exact threshold

DOI10.1080/17442508.2017.1366490MaRDI QIDQ5085845zbMATH OpenOpenAlexFDO

Authors Richárd Balka, T. Tómács

Publication date 30 June 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1606.02794

zbMATH Keywords

rate of convergencecomplete convergenceMarcinkiewicz-Zygmund strong law of large numbersindependent random variablesmartingale difference sequences

Mathematics Subject Classification ID

Large deviations (60F10) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Abstract: Let ${X_n}_{ngeq1}$ be either a sequence of arbitrary random variables, or a martingale difference sequence, or a centered sequence with a suitable level of negative dependence. We prove Baum-Katz type theorems by only assuming that the variables $X_n$ satisfy a uniform moment bound condition. We also prove that this condition is best possible even for sequences of centered, independent random variables. This leads to Marcinkiewicz-Zygmund type strong laws of large numbers with estimate for the rate of convergence.

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Cited in

(5)

• On the convergence of the Baum-Katz series for elements of a linear autoregression
• Precise asymptotics of weighted sequences and their applications
• Convergence of Baum-Katz series for sums whose terms are elements of a linear \(m\)th order autoregressive sequence
• An analogue of the Baum-Katz theorem for weakly dependent random variables
• The Baum-Katz theorem for dependent sequences

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