English

Baum-Katz type theorems with exact threshold

Probability 2017-08-08 v2

Abstract

Let {Xn}n1\{X_n\}_{n\geq 1} be either a sequence of arbitrary random variables, or a martingale difference sequence, or a centered sequence with a suitable level of negative dependence. We prove Baum-Katz type theorems by only assuming that the variables XnX_n satisfy a uniform moment bound condition. We also prove that this condition is best possible even for sequences of centered, independent random variables. This leads to Marcinkiewicz-Zygmund type strong laws of large numbers with estimate for the rate of convergence.

Keywords

Cite

@article{arxiv.1606.02794,
  title  = {Baum-Katz type theorems with exact threshold},
  author = {Richárd Balka and Tibor Tómács},
  journal= {arXiv preprint arXiv:1606.02794},
  year   = {2017}
}

Comments

27 pages, 1 table

R2 v1 2026-06-22T14:21:13.659Z