On the Strong Law of Large Numbers for Sequences of Dependent Random Variables

被引:15
|
作者
Korchevsky, V. M. [1 ]
Petrov, V. V. [1 ]
机构
[1] St Petersburg State Univ, St Petersburg, Russia
关键词
strong law of large numbers; sequences of dependent random variables; stability of sums of random variables;
D O I
10.3103/S1063454110030040
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
New sufficient conditions for the applicability of the strong law of large numbers are established for sequences of random variables without the independence conditions. Results on strong stability of sums of dependent random variables are also obtained. No particular type of dependence between random variables of a sequence is assumed. Only conditions related to moments of random variables and their sums are used. It is shown that the results obtained are unimprovable in certain sense. These results are generalizations of some results of N. Etemadi proved under more restrictive conditions.
引用
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页码:143 / 147
页数:5
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