Skip to main content
Log in

On Convergence Rates in the Marcinkiewicz–Zygmund Strong Law of Large Numbers

  • Published:
Results in Mathematics Aims and scope Submit manuscript

Abstract

In 1967, Heyde and Rohatgi obtained two results on the rate of convergence in the Marcinkiewicz–Zygmund strong law of large numbers. In the present work, we show that the independence requirement in their theorems is unnecessary when the common law satisfies a suitable integrability condition.

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

    Article  MathSciNet  Google Scholar 

  2. Bingham, N.H., Goldie, C.M., Teugels, J.L.: Regular Variation. Cambridge University Press, Cambridge (1987)

    Book  Google Scholar 

  3. Chandra, T.K., Ghosal, S.H.: Extensions of the strong law of large numbers of Marcinkiewicz and Zygmund for dependent variables. Acta Math. Hungar. 71(4), 327–336 (1996)

    Article  MathSciNet  Google Scholar 

  4. Chatterji, S.D.: An \(L^p\)-convergence theorem. Ann. Math. Statist. 40, 1068–1070 (1969)

    Article  MathSciNet  Google Scholar 

  5. Chow, Y.S.: Delayed sums and Borel summability of independent, identically distributed random variables. Bull. Inst. Math. Acad. Sin. 1, 207–220 (1973)

    MathSciNet  MATH  Google Scholar 

  6. Gut, A.: Probability: A Graduate Course, Springer Texts in Statistics. Springer, New York (2013)

  7. Heyde, C.C., Rohatgi, V.K.: A pair of complementary theorems on convergence rates in the law of large numbers. Math. Proc. Camb. Philos. Soc. 63(1), 73–82 (1967)

    Article  MathSciNet  Google Scholar 

  8. Loève, M.: Probability Theory I, 4th edn. Springer, New York (1977)

    Book  Google Scholar 

  9. Loève, M.: Probability Theory II, 4th edn. Springer, New York (1977)

    MATH  Google Scholar 

  10. Marcinkiewicz, J., Zygmund, A.: Sur les fonctions indépendantes. Fund. Math. 29, 60–90 (1937)

    Article  Google Scholar 

  11. Peligrad, M.: Convergence rates of the strong law for stationary mixing sequences. Z. Wahrscheinlichkeitstheorie verw. Gebiete 70, 307–317 (1985)

    Article  MathSciNet  Google Scholar 

  12. Sawyer, S.: Maximal inequalities of weak type. Ann. Math. 84, 157–174 (1966)

    Article  MathSciNet  Google Scholar 

  13. Szewczak, Z.S.: On the Marcinkiewicz–Zygmund strong laws for arbitrary dependent sequences. Stat. Probab. Lett. 167, 108895 (2020)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

I would like to thank two anonymous referees for their insightful comments and for pointed out to me some errors and imprecisions in the original text of this paper. References [3, 13] was kindly suggested to me by an anonymous referee. This research is a contribution to the Project PRFU C00L03UN130120210002, funded by the DGRSDT-MESRS-Algeria.

Funding

This research was partially supported by the DGRSDT-MESRS-Algeria and the Laboratoire de Statistique et Modélisations Aléatoires.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Fakhreddine Boukhari.

Ethics declarations

Conflicts of interest

All authors declare that they have no conflict of interest.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Boukhari, F. On Convergence Rates in the Marcinkiewicz–Zygmund Strong Law of Large Numbers. Results Math 76, 174 (2021). https://doi.org/10.1007/s00025-021-01487-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s00025-021-01487-2

Keywords

Mathematics Subject Classification

Navigation