• Title/Summary/Keyword: Baum-Katz law of large numbers

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ON COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE FOR A CLASS OF RANDOM VARIABLES

  • Wang, Xuejun;Wu, Yi
    • Journal of the Korean Mathematical Society
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    • v.54 no.3
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    • pp.877-896
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    • 2017
  • In this paper, the complete convergence and complete moment convergence for a class of random variables satisfying the Rosenthal type inequality are investigated. The sufficient and necessary conditions for the complete convergence and complete moment convergence are provided. As applications, the Baum-Katz type result and the Marcinkiewicz-Zygmund type strong law of large numbers for a class of random variables satisfying the Rosenthal type inequality are established. The results obtained in the paper extend the corresponding ones for some dependent random variables.

ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF COORDINATEWISE NEGATIVELY ASSOCIATED RANDOM VECTORS IN HILBERT SPACES

  • Anh, Vu Thi Ngoc;Hien, Nguyen Thi Thanh
    • Bulletin of the Korean Mathematical Society
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    • v.59 no.4
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    • pp.879-895
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    • 2022
  • This paper establishes the Baum-Katz type theorem and the Marcinkiewicz-Zymund type strong law of large numbers for sequences of coordinatewise negatively associated and identically distributed random vectors {X, Xn, n ≥ 1} taking values in a Hilbert space H with general normalizing constants $b_n=n^{\alpha}{\tilde{L}}(n^{\alpha})$, where ${\tilde{L}}({\cdot})$ is the de Bruijn conjugate of a slowly varying function L(·). The main result extends and unifies many results in the literature. The sharpness of the result is illustrated by two examples.

GENERAL LAWS OF PRECISE ASYMPTOTICS FOR SUMS OF RANDOM VARIABLES

  • Meng, Yan-Jiao
    • Journal of the Korean Mathematical Society
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    • v.49 no.4
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    • pp.795-804
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    • 2012
  • In this paper, we obtain two general laws of precise asymptotics for sums of i.i.d random variables, which contain general weighted functions and boundary functions and also clearly show the relationship between the weighted functions and the boundary functions. As corollaries, we obtain Theorem 2 of Gut and Spataru [A. Gut and A. Sp$\check{a}$taru, Precise asymptotics in the law of the iterated logarithm, Ann. Probab. 28 (2000), no. 4, 1870-1883] and Theorem 3 of Gut and Sp$\check{a}$taru [A. Gut and A. Sp$\check{a}$taru, Precise asymptotics in the Baum-Katz and Davids laws of large numbers, J. Math. Anal. Appl. 248 (2000), 233-246].