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Statistics & Probability Letters
Article . 2015 . Peer-reviewed
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Article . 2015
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https://dx.doi.org/10.48550/ar...
Article . 2014
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A generalization of the Petrov strong law of large numbers

Authors: Korchevsky, Valery;

A generalization of the Petrov strong law of large numbers

Abstract

In 1969 V.V.~Petrov found a new sufficient condition for the applicability of the strong law of large numbers to sequences of independent random variables. He proved the following theorem: let $\{X_{n}\}_{n=1}^{\infty}$ be a sequence of independent random variables with finite variances and let $S_{n}=\sum_{k=1}^{n} X_{k}$. If $Var (S_{n})=O (n^{2}/ψ(n))$ for a positive non-decreasing function $ψ(x)$ such that $\sum 1/(n ψ(n)) < \infty$ (Petrov's condition) then the relation $(S_{n}-ES_{n})/n \to 0$ a.s. holds. In 2008 V.V.~Petrov showed that under some additional assumptions Petrov's condition remains sufficient for the applicability of the strong law of large numbers to sequences of random variables without the independence condition. In the present work, we generalize Petrov's results (for both dependent and independent random variables), using an arbitrary norming sequence in place of the classical normalization.

Keywords

Strong limit theorems, strong law of large numbers, independent random variables, Probability (math.PR), FOS: Mathematics, 60F15, dependent random variables, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
11
Average
Top 10%
Top 10%
Green
bronze