Complete exact laws (Q2772049)
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scientific article; zbMATH DE number 1706592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complete exact laws |
scientific article; zbMATH DE number 1706592 |
Statements
18 February 2002
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strong law of large numbers
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weak law of large numbers
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complete convergence
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Complete exact laws (English)
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Laws of large numbers for independent and identically distributed random variables \(\{ X,X_n\), \(n\geq 1 \}\) with \(xP\{X>x\}\sim a(\log x)^{\alpha},\) where \(\alpha >-1\) and \(P\{X<-x\}= o(P\{X>x\})\) are considered. Even the mean does not exist, the laws of large numbers of the form NEWLINE\[NEWLINE \sum_{n=1}^{\infty} c_n P\left\{ \left|\frac{\sum_{k=1}^n a_k X_k}{b_n}-L \right|> \varepsilon \right\}<\infty NEWLINE\]NEWLINE for all \(\varepsilon >0\) and a particular nonsummable sequence \(\{c_n\), \(n\geq 1\},\) where \(L\neq 0\), are established.
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