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arxiv: 1606.02794 · v2 · pith:F4AWU5YVnew · submitted 2016-06-09 · 🧮 math.PR

Baum-Katz type theorems with exact threshold

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keywords sequencetypevariablesbaum-katzcenteredconditionproverandom
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Let $\{X_n\}_{n\geq 1}$ be either a sequence of arbitrary random variables, or a martingale difference sequence, or a centered sequence with a suitable level of negative dependence. We prove Baum-Katz type theorems by only assuming that the variables $X_n$ satisfy a uniform moment bound condition. We also prove that this condition is best possible even for sequences of centered, independent random variables. This leads to Marcinkiewicz-Zygmund type strong laws of large numbers with estimate for the rate of convergence.

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