A Note on the Strong Law of Large Numbers

Authors

Abstract

Petrov (1996) proved the connection between general
moment conditions and the applicability of the strong law of large
numbers to a sequence of pairwise independent and identically distributed
random variables. This note examines this connection to a
sequence of pairwise negative quadrant dependent (NQD) and identically
distributed random variables. As a consequence of the main theorem
(Theorem 2.1), we arrive at an improvement of Marcinkiewicz–
Zygmund theorem for pairwise NQD random variables.

Keywords

Volume 4, Issue 2
November 2005
Pages 107-111
  • Receive Date: 23 July 2022
  • Revise Date: 10 May 2024
  • Accept Date: 23 July 2022