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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1981 Volume 26, Issue 1, Pages 138–143 (Mi tvp2476)

This article is cited in 2 papers

Short Communications

On the rate of convergence in the strong law of large numbers

L. V. Rozovskiĭ

Leningrad

Abstract: Let $X_1,X_2,\dots$ be independent random variables, $S_n=X_1+\dots+X_n$, $\{b_n\}_{n=1}^\infty$ be a positive nondecreasing sequence, $\{n_i\}_{i=1}^\infty$ be an increasing sequence of integers satisfying some conditions. We obtain relations between $\displaystyle\mathbf P\{\sup_{k\ge n_m}S_k/b_k\ge\varepsilon\}$ and
$$ Q_m(\varepsilon)=\mathbf P\{S_{n_m}\ge \varepsilon b_{n_m}\}+\sum_{k=m}^\infty\mathbf P\{S_{n_{k+1}}-S_{n_k}\ge\varepsilon b_{n_{k+1}}\},\qquad\varepsilon>0,m\ge 1. $$


Received: 10.05.1978


 English version:
Theory of Probability and its Applications, 1981, 26:1, 135–140

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