Rate of convergence in the law of large numbers in banach spaces

1982 ◽  
Vol 22 (2) ◽  
pp. 105-111
Author(s):  
G. Bakštys ◽  
R. Norvaiša
1992 ◽  
Vol 45 (3) ◽  
pp. 479-482 ◽  
Author(s):  
Tien-Chung Hu ◽  
N.C. Weber

For sequences of independent and identically distributed random variables it is well known that the existence of the second moment implies the law of the iterated logarithm. We show that the law of the iterated logarithm does not extend to arrays of independent and identically distributed random variables and we develop an analogous rate result for such arrays under finite fourth moments.


2005 ◽  
Vol 2005 (1) ◽  
pp. 55-66
Author(s):  
Rohitha Goonatilake

The convolution summability method is introduced as a generalization of the random-walk method. In this paper, two well-known summability analogs concerning the strong law of large numbers (SLLN) and the law of the single logarithm (LSL), that gives the rate of convergence in SLLN for the random-walk method, are extended to this generalized method.


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