- Li, Deli; Liang, Han-Ying; Rosalsky, Andrew
- Abstract:
- This paper presents a general result that allows for establishing a link between the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers and Feller's strong law of large numbers in a Banach space setting. Let {X, X-n; X >= 1} be a sequence of independent and identically distributed Banach space valued random variables and set. S-n = Sigma(n)(i=1) X-i, n >= 1. Let {a(n); n >= 1} and {b(n); n >= 1 be increasing sequences of positive real numbers such that lim(n ->infinity) a(n) = infinity and {b(n)/a(n); n >= 1} is a nondecreasing sequence. We show that S-n - nE(XI{||X|| <= b(n)})/b(n) -> 0 for every Banach space valued random variable X with Sigma(infinity)(n=1) P(||X|| > b(n)) < infinity if S-n/a(n) -> 0 almost surely for every symmetric Banach space valued random variable X with Sigma(infinity)(n=1) P(||X|| > a(n)) < infinity. To establish this result, we invoke two tools (obtained recently by Li, Liang, and Rosalsky): a symmetrization procedure for the strong law of large numbers and a probability inequality for sums of independent Banach space valued random variables. (C) 2017 Elsevier B.V. All rights reserved.
- Year:
- 2018
- Type of Publication:
- Article
- Keywords:
- Feller'; s strong law of large numbers; Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers; Rademacher type p Banach space; Sums of independent random variables
- Journal:
- Statistics & Probability Letters
- Volume:
- 132
- Pages:
- 83-90
- Month:
- January
- DOI:
- 10.1016/j.spl.2017.09.011

Hits: 1600

Faculty of Economic and Business Sciences | Campus Lagoas Marcosende | PO 36310 Vigo | Spain |