The Marcinkiewics–Zygmund strong law of large numbers for dependent random variables

Fakhreddine Boukhari

Statistics & Probability Letters, 2020, vol. 161, issue C

Abstract: In this paper, we provide a necessary and sufficient condition for the Marcinkiewics–Zygmund strong law of large numbers to hold, for an AANA sequence of non-identically distributed random variables. Our results complete and strengthen a similar result due to Chandra and Ghosal. We also show that the obtained method applies in the NSD setting.

Keywords: Limit theorems; Borel–Cantelli lemma; AANA sequences; NSD random variables; Zero–one law (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2020.108727

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