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Marcinkiewicz laws with infinite moments

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Abstract

Marcinkiewicz laws of large numbers for φ-mixing strictly stationary sequences with r-th moment barely divergent, 0 < r < 2, are established. For this dependent analogs of the Lévy-Ottaviani-Etemadi and Hoffmann-Jørgensen inequalities are revisited.

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Szewczak, Z.S. Marcinkiewicz laws with infinite moments. Acta Math Hung 127, 64–84 (2010). https://doi.org/10.1007/s10474-010-9091-0

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