A Refinement of the Kolmogorov-Marcinkiewicz-Zygmund Strong Law of Large Numbers

Details A Refinement of the Kolmogorov-Marcinkiewicz-Zygmund Strong Law of Large Numbers A Refinement of the Kolmogorov-Marcinkiewicz-Zygmund Strong Law of Large Numbers

2010-08-25

arxiv.org/abs/1008.4341v1

Mathematics

Probability

26 pages. To appear in the Journal of Theoretical Probability

Scientific paper

For the partial sums formed from a sequence of i.i.d. random variables having a finite absolute p'th moment for some p in (0,2), we extend the recent and striking discovery of Hechner and Heinkel (Journal of Theoretical Probability (2010)) concerning "complete moment convergence" to the two cases 0

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