Abstract
Let X, Xn, n ≥ 1, be a sequence of independent identically distributed random variables. We give necessary and sufficient conditions for the strong law of large numbers n-k/p ∑1≤i1<i2<⋯<ik≤n Xi1 Xi2 . . . Xik → 0 a.s. for k = 2 without regularity conditions on X, for k ≥ 3 in three cases: (i) symmetric X, (ii) P{X ≥ 0} = 1 and (iii) regularly varying P{|X| > x} as x → ∞, without further conditions, and for general X and k under a condition on the growth of the truncated mean of X. Randomized, centered, squared and decoupled strong laws and general normalizing sequences are also considered.
Original language | English (US) |
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Pages (from-to) | 1589-1615 |
Number of pages | 27 |
Journal | Annals of Probability |
Volume | 24 |
Issue number | 3 |
DOIs | |
State | Published - Jul 1996 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
Keywords
- Decoupling
- Marcinkiewicz-Zygmund law
- Maximum of products
- Quadratic forms
- Strong law of large numbers
- U-statistics