An application of rosenthal's moment inequality to the strong law of large numbers

We apply a moment inequality of H.P. Rosenthal to get various generalizations of a theorem of Brunk-Chung-Prohoroff. In particular, we show that the strong law hols provided and for one p [greater-or-equal, slanted] 1.

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Year of publication:	1985
Authors:	Wittmann, Rainer
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 3, p. 131-133
Publisher:	Elsevier
Keywords:	strong law of large numbers stability of sums of independent r.v.s Brunk-Chung-Prohoroff theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138372