On the Baum-Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constants
Tác giả: Lê Văn Thành
Comptes Rendus Mathématique
Quyển: 11-12 Trang: 1231--1238
Năm xuất bản: 12/2020
Tóm tắt
This paper proves the Baum–Katz theorem for sequences of pairwise independent identically distributed random variables with general norming constants under optimal moment conditions. The proof exploits some properties of slowly varying functions and the de Bruijn conjugates, and uses the techniques developed by Rio (1995) to avoid using the maximal type inequalities.
Từ khóa
Strong law of large numbers, Rate of convergence, Pairwise independence