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This article is cited in 3 scientific papers (total in 3 papers)
A Generalization of the Menshov–Rademacher Theorem
P. A. Yaskov M. V. Lomonosov Moscow State University
Abstract:
For a sequence $\{X_n\}_{n\ge1}$ of random variables with finite second moment and a sequence $\{b_n\}_{n\ge1}$ of positive constants, new sufficient conditions for the almost sure convergence of $\sum_{n\ge1}X_n/b_n$ are obtained and the strong law of large numbers, which states that $\lim_{n\to\infty}\sum_{k=1}^nX_k/b_n=0$ almost surely, is proved. The results are shown to be optimal in a number of cases. In the theorems, assumptions have the form of conditions on $\rho_n=\sup_k(\mathsf EX_kX_{k+n})^+$,
$$r_n=\sup_k\frac{(\mathsf EX_kX_{k+n})^+}{(\mathsf EX_k^2)^{1/2}(\mathsf EX_{k+n}^2)^{1/2}},$$
$\mathsf EX_n^2$, and $b_n$, where $x^+=x\vee0$ and $n\in\mathbb N$.
Keywords:
strong law of large numbers, random variable, second moment, almost sure convergence, Menshov–Rademacher theorem, Kolmogorov's 0–1 law.
Received: 20.12.2008 Revised: 06.04.2009
Citation:
P. A. Yaskov, “A Generalization of the Menshov–Rademacher Theorem”, Mat. Zametki, 86:6 (2009), 925–937; Math. Notes, 86:6 (2009), 861–872
Linking options:
https://www.mathnet.ru/eng/mzm6617https://doi.org/10.4213/mzm6617 https://www.mathnet.ru/eng/mzm/v86/i6/p925
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