×

Summation of weakly dependent sequences by Cesàro methods. (English) Zbl 0661.40005

Let \((\xi_ k)\) be a sequence of functions on a finite measure space (X,A,\(\mu)\) such that \(\xi_ k\in L_ 2\) and \(M\xi_ k=0\). If the sequence \((\xi_ k)\) is (C,\(\alpha)\)-summable to zero almost everywhere for some \(\alpha >0\), then one says that the \(\alpha\)-strong law of large numbers (\(\alpha\)-s.l.l.n.) holds. The estimate \(S_ n(x)=\sum^{n}_{k=0}\xi_ k(x)=o(n^{\alpha})\) a.e. \((0<\alpha <1)\) is sufficient for the \(\alpha\)-s.l.l.n. The author derives several other conditions sufficient for the \(\alpha\)-s.l.l.n.
Reviewer: W.Miesner

MSC:

40G05 Cesàro, Euler, Nörlund and Hausdorff methods
60F15 Strong limit theorems
Full Text: DOI

References:

[1] D. Burkholder, Martingale transforms,Ann. Math. Statist.,37 (1966), 1494–1504. · Zbl 0306.60030 · doi:10.1214/aoms/1177699141
[2] Д. X. Фук, С. В. Нагаев, Вероятностные нерав енства для сумм незав исимых случайных вел ичин,Теория вероятн остей и е применени я,16 (1971), 660–675. · Zbl 1241.68050
[3] В. Ф. Гапошкин, О схо димости рядов по слаб о мультипликативным системам функций,Ма тем. сб.,89 (1972), 355–365. · Zbl 1154.68045
[4] В. Ф. Гапошкин, О сум мировании ортогонал ьных последовательн остей методами Чезар о,Analysis Math.,11 (1985), 193–199. · Zbl 0638.42024 · doi:10.1007/BF01907417
[5] J. Komlós, P. Révész, Remark to a paper of Gaposhkin,Acta Sci. Math. (Szeged),33 (1972), 237–241.
[6] F. Móricz, On the Cesàro means of orthogonal sequences of random variables,Ann. of Probab.,11 (1983), 827–832. · Zbl 0514.60034 · doi:10.1214/aop/1176993534
[7] В. В. Петров,Суммы н езависимых случайны х величин, Наука (Моск ва, 1973). · Zbl 1154.68045
[8] H. P. Rosenthal, On the subspaces ofL p (p ), spanned by sequences of independent random variables,Israel J. Math.,9 (1970), 273–303. · Zbl 0213.19303 · doi:10.1007/BF02771562
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.