Baum–Katz type theorems with exact threshold

Richárd Balka, Tibor Tómács

STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES(2018)

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摘要
Let {Xn} n=1 be either a sequence of arbitrary random variables, or a martingale difference sequence, or a centred sequencewith a suitable level of negative dependence. Weprove Baum-Katz type theorems by only assuming that the variables Xn satisfy a uniform moment bound condition. We also prove that this condition is best possible even for sequences of centred, independent random variables. This leads to Marcinkiewicz- Zygmund type strong laws of large numbers with estimate for the rate of convergence.
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关键词
Complete convergence,Marcinkiewicz-Zygmund strong law of large numbers,rate of convergence,independent random variables,martingale difference sequences
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