Baum-Katz type theorems with exact threshold
Probability
2017-08-08 v2
Abstract
Let 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 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