Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549181 | Statistics & Probability Letters | 2016 | 6 Pages |
Abstract
Let 1â¤p<2. In this paper, we show that there always exist arrays of rowwise independent random variables {Xnk,1â¤kâ¤n,nâ¥1} with the same distribution as X, such that nâ1/pâk=1nXnkâ0a.s . holds if and only if EX=0 and E|X|β<â for any βâ(p,2p). This says that the moment gap of the necessary and sufficient condition for the strong law of large numbers between the sequence (β=p) and the array (β=2p) is fulfilled. Analogous results are also obtained for the law of the single logarithm.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Pingyan Chen, Xiaoqin Ye, Tien-Chung Hu,