Article ID Journal Published Year Pages File Type
5129875 Statistics & Probability Letters 2017 10 Pages PDF
Abstract

The present paper is devoted to strong laws of large numbers under moment conditions near those of the law of the iterated logarithm (LIL) for i.i.d sequences. More precisely, we wish to investigate possible limit theorems under moment conditions which are stronger than p for any p<2, in which case we know that there is a.s. convergence to 0, and weaker than EX2<∞, in which case the LIL holds.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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