An extension of the Baum-Katz theorem to i.i.d. random variables with general moment conditions
For a sequence of i.i.d. random variables { X , X n , n ≥ 1 } and a sequence of positive real numbers { a n , n ≥ 1 } with 0 < a n / n 1 / p ↑ for some 0 < p < 2 , the Baum-Katz complete convergence theorem is extended to the { X , X n , n ≥ 1 } with the general moment condition ∑ n = 1 ∞ n...
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Veröffentlicht in: | Journal of inequalities and applications 2015-12, Vol.2015 (1), p.1-9, Article 414 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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Zusammenfassung: | For a sequence of i.i.d. random variables
{
X
,
X
n
,
n
≥
1
}
and a sequence of positive real numbers
{
a
n
,
n
≥
1
}
with
0
<
a
n
/
n
1
/
p
↑
for some
0
<
p
<
2
, the Baum-Katz complete convergence theorem is extended to the
{
X
,
X
n
,
n
≥
1
}
with the general moment condition
∑
n
=
1
∞
n
r
−
1
P
{
|
X
|
>
a
n
}
<
∞
, where
r
≥
1
. The relationship between the complete convergence and the strong law of large numbers is established. |
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ISSN: | 1029-242X 1025-5834 1029-242X |
DOI: | 10.1186/s13660-015-0939-2 |