Sums of Independent Random Variables on Partially Ordered Sets

Let $(\mathscr{A}, \leqq)$ be a partially ordered set, $\{X_\alpha\}_{\alpha\in\mathscr{A}}$ a collection of i.i.d. random variables with mean zero, indexed by $\mathscr{A}$. Let $S_\beta = \sum_{\alpha\leqq\beta} X_\alpha, |\beta| = \operatorname{card} \{\alpha\in\mathscr{A}: \alpha \leqq \beta\}$....

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Veröffentlicht in:The Annals of probability 1974-10, Vol.2 (5), p.906-917
1. Verfasser: Smythe, R. T.
Format: Artikel
Sprache:eng
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Zusammenfassung:Let $(\mathscr{A}, \leqq)$ be a partially ordered set, $\{X_\alpha\}_{\alpha\in\mathscr{A}}$ a collection of i.i.d. random variables with mean zero, indexed by $\mathscr{A}$. Let $S_\beta = \sum_{\alpha\leqq\beta} X_\alpha, |\beta| = \operatorname{card} \{\alpha\in\mathscr{A}: \alpha \leqq \beta\}$. We study the a.s. convergence to zero of $Z_\beta = S_\beta/|\beta|$, when $|\beta| \mapsto \infty$. We first derive a Hajek-Renyi inequality for $K^r = \{(k_1, k_2, \cdots, k_r): k_i$ a positive integer$\}$. This is used to derive a sufficient condition for the convergence of $Z_\beta$ for a class of partially ordered sets including $K^r$. For many of these sets (and certain other sets as well) this condition is shown to be necessary. Finally a weaker sufficient condition is derived for a much larger class of sets, giving a theorem analogous to one of Hsu and Robbins for the linearly ordered case.
ISSN:0091-1798
2168-894X
DOI:10.1214/aop/1176996556