Strong law of large numbers for sums of products

被引:10
作者
Zhang, CH
机构
关键词
strong law of large numbers; Marcinkiewicz-Zygmund law; U-statistics; quadratic forms; decoupling; maximum of products;
D O I
10.1214/aop/1065725194
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let X, X(n), n greater than or equal to 1, be a sequence of independent identically distributed random variables. We give necessary and sufficient conditions for the strong law of large numbers for k = 2 without regularity conditions on X, [GRAPHICS] for k greater than or equal to 3 in three cases: (i) symmetric X, (ii) P{X greater than or equal to 0} = 1 and (iii) regularly varying P{\X\ > x} as x --> infinity, 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.
引用
收藏
页码:1589 / 1615
页数:27
相关论文
共 12 条
[1]   LAWS OF LARGE NUMBERS FOR QUADRATIC-FORMS, MAXIMA OF PRODUCTS AND TRUNCATED SUMS OF IID RANDOM-VARIABLES [J].
CUZICK, J ;
GINE, E ;
ZINN, J .
ANNALS OF PROBABILITY, 1995, 23 (01) :292-333
[2]   A REMARK ON CONVERGENCE IN DISTRIBUTION OF U-STATISTICS [J].
GINE, E ;
ZINN, J .
ANNALS OF PROBABILITY, 1994, 22 (01) :117-125
[3]  
GINE E, 1992, PROBABILITY BANACH S, V8, P273
[4]  
HOEFFDING W, 1961, I STAT MIMEO SERIES, V302
[5]  
KIEFER J, 1972, 6 P BERK S MATH STAT, V1, P227
[6]  
KLASS MJ, 1994, ANN PROBAB, V22, P1857
[7]  
MONTGOMERYSMITH SJ, 1993, PROBAB MATH STAT-POL, V14, P281
[8]   STABILITY FOR SUMS OF IID RANDOM-VARIABLES WHEN EXTREME TERMS ARE EXCLUDED [J].
MORI, T .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1977, 40 (02) :159-167
[9]   LP-CONVERGENCE OF U-STATISTICS [J].
SEN, PK .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1974, 26 (01) :55-60
[10]  
Serfling R.J., 1980, APPROXIMATION THEORE