Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152471 | Statistics & Probability Letters | 2011 | 7 Pages |
Abstract
We extend the classical Hsu–Robbins–Erdős theorem to the case when all moments exist, but the moment generating function does not, viz., we assume that Eexp{(log+|X|)α}<∞Eexp{(log+|X|)α}<∞ for some α>1α>1. We also present multi-index versions of the same and of a related result due to Lanzinger in which the assumption is that Eexp{|X|α}<∞Eexp{|X|α}<∞ for some α∈(0,1)α∈(0,1).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Allan Gut, Ulrich Stadtmüller,