Article ID Journal Published Year Pages File Type
7549181 Statistics & Probability Letters 2016 6 Pages PDF
Abstract
Let 1≤p<2. In this paper, we show that there always exist arrays of rowwise independent random variables {Xnk,1≤k≤n,n≥1} with the same distribution as X, such that n−1/p∑k=1nXnk→0a.s . holds if and only if EX=0 and E|X|β<∞ for any β∈(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
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