Article ID Journal Published Year Pages File Type
1150673 Journal of Statistical Planning and Inference 2007 10 Pages PDF
Abstract
The rate of convergence for an almost certainly convergent series Sn=∑j=1nXj of random variables is studied in this paper. More specifically, when Sn converges almost certainly to a random variable S, the tail series Tn≡S-Sn-1=∑j=n∞Xj is a well-defined sequence of random variables with Tn→0 almost certainly. Let {bn,n⩾1} be a sequence of positive constants. The main result provides for independent {Xn,n⩾1} conditions for each of the one-sided implicationslimsupn→∞Xnbn=∞almost certainly⇒limsupn→∞Tnbn=∞almost certainlyandliminfn→∞Xnbn=-∞almost certainly⇒liminfn→∞Tnbn=-∞almost certainlyto hold. Furthermore, a tail series strong law of large numbers (SLLN) Tn/bn→0 almost certainly is proved without assuming the {Xn,n⩾1} are independent where bn→0 very rapidly. Illustrative examples are provided concerning various aspects of the results, the last of which shows that they are sharp.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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