On the Komlós-Révész SLLN for dependent variables
type: Item
instance of: scholarly article
title: On the Komlós-Révész SLLN for dependent variables
zbMATH Open document ID: 1424.60038
published in: Acta Mathematica Hungarica
publication date: 2019-02-01T00:00:00Z
review text: Let $X_1, X_2,\dots$ be a sequence of random variables on a probability space $(\Omega,\mathcal{F},P)$ and let $\| X\|_p^p=E\vert X\vert ^p$. Kolmós and Révész (see \textit{P. Révśz} [The laws of large numbers. New York-London: Academic Press (1968; Zbl 0203.50403)]) have proved that if the $X_i$'s are independent and centered random variables, then $\frac{\sum_{k=1}^{n}\| X_k|_p^{-q}}{\sum_{k=1}^{n}\| X_k\|_p^{-q}}\longrightarrow 0$ a.s. (as $n\longrightarrow \infty)$, provided that $\sum_{k=1}^{\infty} \| X_k\|_p^{-q}$ diverges and $p=q=2$. This result has been generalized by many authors. \textit{A. Rosalsky} [Bull., Calcutta Stat. Assoc. 35, 59--66 (1986; Zbl 0611.62031)] generalized it for pairwise independent random variables and $p=2$, and \textit{G. Cohen} [Acta Sci. Math. 74, No. 3--4, 915--925 (2008; Zbl 1212.60032)] generalized it for martingale differences and $p\in (1,2]$. The author here generalizes the result for the Kolmós-Révész strong law for two dependent families of random variables. The first one is for a negatively dependent sequence, while the second dependent family is best referred to the paper itself due to the inherent technical definition. Nevertheless, the results are generalizations of the above result for two dependent families.
reviewed by: Rasul A. Khan
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 7011141
zbMATH Keywords: strong law
zbMATH Keywords: Komlós-Révész law
zbMATH Keywords: negative dependence
zbMATH Keywords: Lévy's equivalence theorem
zbMATH Keywords: continued fraction
author: Zbigniew S. Szewczak
MaRDI profile type: MaRDI publication profile
full work available at URL: s10474-018-0861-4
OpenAlex ID: W2887534511
DOI: 10.1007/S10474-018-0861-4
Wikidata QID: Q131316946
Recommended article: Q4913457
Recommended article: Komlós-Major-Tusnády approximation under dependence
Recommended article: Q3796537
Recommended article: SLLN for weighted independent identically distributed random variables
Recommended article: On Kolmogorov’s converse inequality for dependent random variables
Recommended article: Q5439358
Recommended article: Q4410077
Recommended article: Asymptotic results for certain weak dependent variables
description: scientific article; zbMATH DE number 7011141