Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152929 | Statistics & Probability Letters | 2010 | 6 Pages |
Abstract
For a sequence of identically distributed random variables {Xn,n≥1}{Xn,n≥1} with partial sums Sn=∑i=1nXi,n≥1 and a sequence of positive constants {bn,n≥1}{bn,n≥1} with bn↗∞bn↗∞, conditions are provided under which the strong law of large numbers Sn/bn→0Sn/bn→0 almost surely holds irrespective of the joint distributions of the {Xn,n≥1}{Xn,n≥1}. It is not assumed that E|X1|<∞E|X1|<∞. Illustrative examples are provided which compare the results obtained with other results in the literature.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Andrew Rosalsky, George Stoica,