Skip to main content
Log in

On the complete convergence and strong law for dependent random variables with general moment conditions

  • Published:
Acta Mathematica Hungarica Aims and scope Submit manuscript

Abstract

Let \(\{a_{n}, n \geq 1\}\) be a sequence of positive numbers and \(\{X, X_{n}, n \geq 1\}\) be a sequence of identically distributed random variables. The strong law of large numbers and complete convergence for the partial sums of the random sequence \(\{X, X_{n}, n \geq 1\}\) are established under the mild moment condition \(\sum\nolimits^{\infty}_{n=1} \mathbb{P}(|X| > a_{n})<\infty\) and under general dependence conditions. These results generalize and extend some known works.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. L. E. Baum and M. Katz, Convergence rates in the law of large numbers, Trans. Amer. Math. Soc., 120 (1965), 108–123.

  2. T. K. Chandra and S. Ghosal, Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables, Acta Math. Hungar., 71 (1996), 327–336.

  3. P. Y. Chen and S. H. Sung, A strong law of large numbers for nonnegative random variables and applications, Statist. Probab. Lett., 118 (2016), 80–86.

  4. P. Y. Chen and S. H. Sung, Strong laws of large numbers for positively dependent random variables, Rev. R. Acad. Cienc. Exactas Fís. Nat. Ser. AMat. RACSAM, 113 (2019), 3089–3100.

  5. H. W. Huang, Q. Y. Wu, H. Y. Cui and Y. Wang, Complete convergence and SLLN pairwise PQD random sequences, College Math., 25 (2009), 60–64.

  6. E. L. Lehmann, Some concepts of dependence, Ann. Math. Statist., 37 (1966), 1137–1153.

  7. K. Joag-Dev and F. Proschan, Negative association of random variables, with applications, Ann. Math. Statist., 11 (1983), 286–295.

  8. C. M. Newman, Asymptotic independence and limit theorems for positively and negatively dependent random variables, in: Inequalities in Statistics and Probability, IMS Lecture Notes Monogr. Ser., vol. 5, Inst. Math. Statist. (Hayward, CA, 1984), pp. 127–140.

  9. A. T. Shen, Y. Zhang and A. Volodin, On the strong convergence and complete convergence for pairwise NQD random variables, Abstr. Appl. Anal., 2014, 949608, 7 pp.

  10. F. Spitzer, A combinatorial lemma and its application to probability theory, Trans. Amer. Math. Soc., 82 (1956), 323–339.

  11. S. H. Sung, On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions, Statist. Probab. Lett., 83 (2013), 1963–1968.

  12. Q. Y. Wu, Convergence properties of pairwise NQD random sequences, Acta Math. Sinica (Chin. Ser.), 45 (2002), 617–624.

  13. D. M. Yuan and J. An, Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications, Sci. China Ser. A, 52 (2009), 1887–1904.

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Y. Miao.

Additional information

This work is supported by National Natural Science Foundation of China (NSFC-11971154).

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Miao, Y., Shi, J. & Yu, Z. On the complete convergence and strong law for dependent random variables with general moment conditions. Acta Math. Hungar. 168, 425–442 (2022). https://doi.org/10.1007/s10474-022-01284-5

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10474-022-01284-5

Key words and phrases

Mathematics Subject Classification

Navigation