A refinement of the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers
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Abstract: For the partial sums formed from a sequence of i.i.d. random variables having a finite absolute p'th moment for some p in (0,2), we extend the recent and striking discovery of Hechner and Heinkel (Journal of Theoretical Probability (2010)) concerning "complete moment convergence" to the two cases 0<p<1 and p=1. Moreover, for 0<p<2, we obtain "almost sure convergence" analogues of these "complete moment convergence" results and these "almost sure convergence" analogues may be regarded as being a refinement of the celebrated Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers. Versions of the above results in a Banach space setting are also presented.
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(9)- On the complete convergence for pairwise negatively quadrant dependent random variables
- Divergence criterion for a class of random series related to the partial sums of I.I.D. random variables
- Refinement of convergence rate for the strong law of large numbers in Banach space
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- Law of large numbers for weakly dependent random variables with values in \(D[0,1]\)
- On the rate of convergence in the strong law of large numbers for martingales
- An extension of theorems of Hechner and Heinkel
- On the (p,q)$(p,q)$‐type strong law of large numbers for sequences of independent random variables
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