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A Refinement of the Kolmogorov–Marcinkiewicz–Zygmund Strong Law of Large Numbers

Deli Li (), Yongcheng Qi () and Andrew Rosalsky ()
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Deli Li: Lakehead University
Yongcheng Qi: University of Minnesota Duluth
Andrew Rosalsky: University of Florida

Journal of Theoretical Probability, 2011, vol. 24, issue 4, 1130-1156

Abstract: Abstract Let {X n ; n≥1} be a sequence of independent copies of a real-valued random variable X and set S n =X 1+⋅⋅⋅+X n , n≥1. This paper is devoted to a refinement of the classical Kolmogorov–Marcinkiewicz–Zygmund strong law of large numbers. We show that for 0 t)\,dt}{n} t)\,dt t)

Keywords: Kolmogorov–Marcinkiewicz–Zygmund strong law of large numbers; Sums of i.i.d. random variables; Real separable Banach space; Rademacher type p Banach space; Stable type p Banach space; 60F15; 60B12; 60G50 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10959-010-0308-5

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