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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DOI: https://doi.org/10.1007/s10474-010-9091-0
Key words and phrases
- laws of large numbers
- φ-mixing
- continued fraction
- domain of attraction
- relative stability
- St Petersburg game
- the Lévy-Ottaviani-Etemadi and Hoffmann-Jørgensen inequalities.