Laws of large numbers for residual Cesàro alpha-integrable sequences under dependence assumptions

De Mei Yuan, Jun An and Bao Tao

Statistics & Probability Letters, 2009, vol. 79, issue 5, 611-618

Abstract: Martingale difference, pairwise negative quadrant dependence and Lp-mixingale difference are three special kinds of dependence structures for random variables. By relating these dependence conditions to residual Cesàro alpha-integrability, as well as to strongly residual Cesàro alpha-integrability, Lp-convergence and strong laws of large numbers are studied, and significant improvements over earlier results are obtained.

Date: 2009
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