Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150673 | Journal of Statistical Planning and Inference | 2007 | 10 Pages |
Abstract
The rate of convergence for an almost certainly convergent series Sn=âj=1nXj of random variables is studied in this paper. More specifically, when Sn converges almost certainly to a random variable S, the tail series Tnâ¡S-Sn-1=âj=nâXj is a well-defined sequence of random variables with Tnâ0 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 implicationslimsupnââXnbn=âalmost certainlyâlimsupnââTnbn=âalmost certainlyandliminfnââXnbn=-âalmost certainlyâliminfnââTnbn=-âalmost certainlyto hold. Furthermore, a tail series strong law of large numbers (SLLN) Tn/bnâ0 almost certainly is proved without assuming the {Xn,n⩾1} are independent where bnâ0 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
Authors
Andrew Rosalsky,