Exact strong laws for multidimensionally indexed random variables

被引：0
|
作者：
Adler, A [1 ]
机构：
[1] IIT, Chicago, IL 60616 USA
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2001年 / 77卷 / 01期
关键词：
almost sure convergence; strong law of large numbers; slow variation;
D O I：
10.1006/jmva.2000.1909
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Consider independent and identically distributed random variables {X, X-n, n is an element of Z(+)(d)} with either EX = 0 or E \X\ = x. We establish strong laws so that Sigma (\n\ less than or equal to N) a(n)X(n). b(N) --> 1 almost surely. Our procedure selects the constants {a(n), n is an element of Z(+)(d)} and {b(N), N greater than or equal to 1} so that these strong laws obtain in almost any possible setting. (C) 2001 Academic Press.
引用
收藏
页码：73 / 83
页数：11
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