Strong law of large numbers for multilinear forms
Gadidov, Anda
Ann. Probab., Tome 26 (1998) no. 1, p. 902-923 / Harvested from Project Euclid
Let $m \geq 2$ be a nonnegative integer and let ${X^{(l)}, X_i^{(l)}}_{i \epsilon \mathbb{N}}, l = 1, \dots, m$, be $m$ independent sequences of independent and identically distributed symmetric random variables. Define $S_n = \Sigma_{1 \leq i_1, \dots, i_m \leq n} X_{i_1}^{(l)} \dots X_{i_m}^{(m)}$, and let ${\gamma_n}_{n \epsilon \mathbb{N}}$ be a nondecreasing sequence of positive numbers, tending to infinity and satisfying some regularity conditions. For $m = 2$ necessary and sufficient conditions are obtained for the strong law of large numbers $\gamma_n^{-1} S_n \to 0$ a.s. to hold, and for $m > 2$ the strong law of large numbers is obtained under a condition on the growth of the truncated variance of the $X^{(l)}$ .
Publié le : 1998-04-14
Classification:  Strong laws,  multilinear forms,  $U$-statistics,  martingale,  maximal inequality,  60F15
@article{1022855655,
     author = {Gadidov, Anda},
     title = {Strong law of large numbers for multilinear forms},
     journal = {Ann. Probab.},
     volume = {26},
     number = {1},
     year = {1998},
     pages = { 902-923},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022855655}
}
Gadidov, Anda. Strong law of large numbers for multilinear forms. Ann. Probab., Tome 26 (1998) no. 1, pp.  902-923. http://gdmltest.u-ga.fr/item/1022855655/