
arXiv: 1703.08512
~This paper presents a general result that allows for establishing a link between the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers and Feller's strong law of large numbers in a Banach space setting. Let $\{X, X_{n}; n \geq 1\}$ be a sequence of independent and identically distributed Banach space valued random variables and set $S_{n} = \sum_{i=1}^{n}X_{i},~n \geq 1$. Let $\{a_{n}; n \geq 1\}$ and $\{b_{n}; n \geq 1\}$ be increasing sequences of positive real numbers such that $\lim_{n \rightarrow \infty} a_{n} = \infty$ and $\left\{b_{n}/a_{n};~ n \geq 1 \right\}$ is a nondecreasing sequence. We show that \[ \frac{S_{n}- n \mathbb{E}\left(XI\{\|X\| \leq b_{n} \} \right)}{b_{n}} \rightarrow 0~~\mbox{almost surely} \] for every Banach space valued random variable $X$ with $\sum_{n=1}^{\infty} \mathbb{P}(\|X\| > b_{n}) < \infty$ if $S_{n}/a_{n} \rightarrow 0$ almost surely for every symmetric Banach space valued random variable $X$ with $\sum_{n=1}^{\infty} \mathbb{P}(\|X\| > a_{n}) < \infty$. To establish this result, we invoke two tools (obtained recently by Li, Liang, and Rosalsky): a symmetrization procedure for the strong law of large numbers and a probability inequality for sums of independent Banach space valued random variables.
10 pages. arXiv admin note: text overlap with arXiv:1703.07868. text overlap with arXiv:1506.07596
Strong limit theorems, Sums of independent random variables; random walks, Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers, Probability (math.PR), Rademacher type p Banach space, Feller’s strong law of large numbers, Kolmogorov–Marcinkiewicz–Zygmund strong law of large numbers, 60F15, 60B12, 60G50, sums of independent random variables, FOS: Mathematics, Limit theorems for vector-valued random variables (infinite-dimensional case), Feller's strong law of large numbers, Rademacher type \(p\) Banach space, Sums of independent random variables, Mathematics - Probability
Strong limit theorems, Sums of independent random variables; random walks, Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers, Probability (math.PR), Rademacher type p Banach space, Feller’s strong law of large numbers, Kolmogorov–Marcinkiewicz–Zygmund strong law of large numbers, 60F15, 60B12, 60G50, sums of independent random variables, FOS: Mathematics, Limit theorems for vector-valued random variables (infinite-dimensional case), Feller's strong law of large numbers, Rademacher type \(p\) Banach space, Sums of independent random variables, Mathematics - Probability
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