A two-sided estimate in the Hsu--Robbins--Erdös law of large numbers

Alexander R. Pruss

Stochastic Processes and their Applications, 1997, vol. 70, issue 2, 173-180

Abstract: Let X1, X2, ... be independent identically distributed random variables. Then, Hsu and Robbins (1947) together with Erdös (1949, 1950) have proved that , if and only if E[X21] 0.

Keywords: Rates; of; convergence; in; the; law; of; large; numbers; Complete; convergence; Hsu-Robbins-Erdos; law; of; large; numbers; Tail; probabilities; of; sums; of; independent; identically; distributed; random; variables (search for similar items in EconPapers)
Date: 1997
References: View complete reference list from CitEc
Citations: View citations in EconPapers (5)

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