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A Remark on the Strong Law of Large Numbers
| Content Provider | Scilit |
|---|---|
| Author | Chen, Robert |
| Copyright Year | 1976 |
| Description | Let be mutually independent random variables such that and for all . For each let ; then, by the Kolmogorov criterion for mutually independent random variables, almost surely as for any positive constant . A deeper understanding of this theorem will be facilitated if we know the order of magnitude of as , where is the integer-valued random variable defined by . The present note does the work for a wide class of random variables by using Esseen's theorem and Katz-Petrov's theorem. |
| Related Links | https://www.ams.org/proc/1976-061-01/S0002-9939-1976-0420802-1/S0002-9939-1976-0420802-1.pdf |
| Ending Page | 116 |
| Page Count | 5 |
| Starting Page | 112 |
| ISSN | 00029939 |
| e-ISSN | 10886826 |
| DOI | 10.2307/2041675 |
| Journal | Proceedings of the American Mathematical Society |
| Issue Number | 1 |
| Volume Number | 61 |
| Language | English |
| Publisher | Duke University Press |
| Access Restriction | Open |
| Subject Keyword | Mathematical Physics Remark Strong Law of Large Law of Large Numbers |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics |