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The Hsu-Robbins-Erdös theorem for the maximum partial sums of quadruplewise independent random variables
Tác giả: Lê Vǎn Thành
250    2
Journal of Mathematical Analysis and Applications
Quyển: 521     Trang: 1-16
Năm xuất bản: 11/2022
Tóm tắt
Etemadi (1981) [10] and Rio (1995) [27] provided proofs of the Kolmogorov–Marcinkiewicz–Zygmund strong law of large numbers under optimal moment conditions without using the Kolmogorov-type maximal inequalities. While this famous result holds for sequences of pairwise independent identically distributed real-valued random variables, a closely related result, the Hsu–Robbins–Erdös strong law of large numbers may fail if the underlying random variables are only assumed to be pairwise independent identically distributed. This note develops Rio's method and uses an approximation technique to establish the Hsu–Robbins–Erdös strong law of large numbers for the maximum partial sums of quadruplewise independent identically distributed random variables. We consider random variables taking values in a real separable Banach space X, but the main result is new even when X is the real line. Previous contributions so far considered the complete convergence of the partial sums or restricted to dependence structures satisfying a Kolmogorov-type maximal inequality.
Từ khóa
Quadruplewise independenceComplete convergenceHsu–Robbins–Erdös strong law of large numbersBanach space-valued random variable
Cùng tác giả
On the Laws of Large Numbers for Double Arrays of Independent Random Elements in Banach SpacesWeighted sums of strongly mixing random variables with an application to nonparametric regressionOn the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spacesOn complete convergence in mean for double sums of independent random elements in Banach spacesHien, Nguyen Thi Thanh; Thanh, Le Van; Van, Vo Thi Hong. On the negative dependence in Hilbert spaces with applications. Appl. Math. 64 (2019), no. 1, 45--59.Le Van Thanh and Nguyen Thi Thuy, Necessary and sufficient conditions for complete convergence of double weighted sums of pairwise independent identically distributed random elements in Banach spaces, Acta Mathematica Hungarica, Volume 157 (2019), Issue 2, 312–326 (SCIE).Lê Vǎn Thành and Nguyen Ngoc Tu, Error bounds in normal approximation for the squared-length of total spin in the mean field classical N-vector models, Electronic Communications in Probability, Volume 24 (2019) no. 16, 12 pp (SCIE).Bất đẳng thức Berry-Esseen dạng không đềuOn the Baum-Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constantsVề một sự mở rộng của bổ đề Borel-Cantelli đối với mảng hai chiều các biến cố phụ thuộcThe Marcinkiewicz–Zygmund-Type Strong Law of Large Numbers with General Normalizing SequencesOn convergence in mean for double arrays of pairwise independent random variablesOn the error bound in the normal approximation for Jack measuresA note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbersOn the (p,q)-type strong law of large numbers for sequences of independent random variablesOn a new concept of stochastic domination and the laws of large numbersOn weak laws of large numbers for maximal partial sums of pairwise independent random variablesOptimal bounds in normal approximation for many interacting worldsOptimal moment conditions for complete convergence for maximal normed weighted sums from arrays of rowwise independent random elements in Banach spacesMean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chainsAlmost sure summability of the maximal normed partial sums of m-dependent random elements in Banach spaces