Abstract

Abstract In this paper, we study the strong law of large numbers for a class of random variables satisfying the maximal moment inequality with exponent 2. Our results embrace the Kolmogorov strong law of large numbers and the Marcinkiewicz strong law of large numbers for this class of random variables. In addition, strong growth rate for weighted sums of this class of random variables is presented. MSC:60F15.

Highlights

  • Let {Xn, n ≥ } be a sequence of random variables defined on a fixed probability space

  • Let {an, n ≥ } and {bn, n ≥ } be sequences of positive numbers, an bn represents that there exists a constant C > such that an ≤ Cbn for all n

  • 2 Preliminaries The following lemmas and definition will be needed in this paper

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Summary

Introduction

Let {Xn, n ≥ } be a sequence of random variables defined on a fixed probability space ( , F , P). Under a pairwise independent assumption, Rosalsky [ ] obtained some SLLNs for weighted sums of pairwise independent and identically distributed random variables. ) if {Xn, n ≥ } is a sequence of pairwise independent random variables satisfying presented the following result: (Sung [ ]) A random variable sequence {Xn, n ≥ } is said to satisfy the maximal moment inequality with exponent if for all n ≥ m ≥ , there exists a constant C independent of n and m such that k

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