Abstract
The complete convergence for the maximum partial sums of pairwise independent random variables is obtained. The Kolmogorov strong law of large numbers for pairwise i.i.d. random variables is also obtained. Similar results are established for the moving average processes of pairwise i.i.d. random variables and for pairwise independent random elements taking values in a Banach space.
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Bai, P., Chen, PY. & Sung, S.H. On complete convergence and the strong law of large numbers for pairwise independent random variables. Acta Math Hung 142, 502–518 (2014). https://doi.org/10.1007/s10474-013-0370-4
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DOI: https://doi.org/10.1007/s10474-013-0370-4
Key words and phrases
- complete convergence
- strong law of large numbers
- pairwise independent random variables
- moving average process
- B-valued random element