Strong law of large numbers for sums of products
Zhang, Cun-Hui
Ann. Probab., Tome 24 (1996) no. 2, p. 1589-1615 / Harvested from Project Euclid
Let $X, X_n, n \ge 1$, be a sequence of independent identically distributed random variables. We give necessary and sufficient conditions for the strong law of large numbers n^{-k/p} \sum_{1\lei_1 \le i_2 <\dots < i_k \le n} X_{i_1}X_{i_2}\dots X_{i_k} \to 0\quad\text{a.s.} for $k =2$ without regularity conditions on $X$, for $k \geq 3$ in three cases: (i) symmetric X, (ii) $P \{X \leq 0\} =1 and (iii) regularly varying $P\{|X|}> x\}$ as $x \to \infty$, 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.
Publié le : 1996-07-14
Classification:  Strong law of large numbers,  Marcinkiewicz–Zygmund law,  U-statistics,  quadratic forms,  decoupling,  maximum of products,  60F15,  60G50
@article{1065725194,
     author = {Zhang, Cun-Hui},
     title = {Strong law of large numbers for sums of products},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 1589-1615},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1065725194}
}
Zhang, Cun-Hui. Strong law of large numbers for sums of products. Ann. Probab., Tome 24 (1996) no. 2, pp.  1589-1615. http://gdmltest.u-ga.fr/item/1065725194/