The weakly dependent strong law of large numbers revisited
Probability
2019-11-18 v1 Classical Analysis and ODEs
Abstract
We give a short, self-contained, and elementary proof of the strong law of large numbers under a power law decay hypothesis for joint second moments. The result is related to the classical one by Lyons. However, we also provide a rate of convergence. Our proof does not use maximal inequalities and is instead inspired by the method of multiscale large versus small field decompositions in constructive quantum field theory.
Keywords
Cite
@article{arxiv.1801.09265,
title = {The weakly dependent strong law of large numbers revisited},
author = {Abdelmalek Abdesselam},
journal= {arXiv preprint arXiv:1801.09265},
year = {2019}
}
Comments
5 pages, 1 figure