ON THE RATE OF CONVERGENCE IN THE STRONG LAW OF LARGE NUMBERS FOR ARRAYS

被引:20
|
作者
HU, TC
WEBER, NC
机构
[1] NATL TSING HUA UNIV,DEPT MATH,HSINCHU 30043,TAIWAN
[2] UNIV SYDNEY,SCH TEACHING HOSP,SYDNEY,NSW 2006,AUSTRALIA
关键词
D O I
10.1017/S0004972700030379
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
For sequences of independent and identically distributed random variables it is well known that the existence of the second moment implies the law of the iterated logarithm. We show that the law of the iterated logarithm does not extend to arrays of independent and identically distributed random variables and we develop an analogous rate result for such arrays under finite fourth moments.
引用
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页码:479 / 482
页数:4
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