On complete convergence and the strong law of large numbers for pairwise independent random variables

被引：19

作者：

Bai, P. ^{[1
]}

Chen, P. -Y. ^{[2
]}

Sung, S. H. ^{[3
]}

机构：

[1] Jinan Univ, Dept Stat, Guangzhou 510630, Guangdong, Peoples R China

[2] Jinan Univ, Dept Math, Guangzhou 510630, Guangdong, Peoples R China

[3] Pai Chai Univ, Dept Appl Math, Taejon 302735, South Korea

来源：

ACTA MATHEMATICA HUNGARICA | 2014年 / 142卷 / 02期

基金：

新加坡国家研究基金会; 中国国家自然科学基金;

关键词：

complete convergence; strong law of large numbers; pairwise independent random variables; moving average process; B-valued random element; ARRAYS;

D O I：

10.1007/s10474-013-0370-4

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The complete convergence for the maximum partial sums of pairwise independent random variables is obtained. The Kolmogorov strong law of large numbers for pairwise i.i.d. random variables is also obtained. Similar results are established for the moving average processes of pairwise i.i.d. random variables and for pairwise independent random elements taking values in a Banach space.

引用

页码：502 / 518

页数：17

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