2021/07/27 by Nguyen Chi Dzung, Dzung, Nguyen Chi, Lê Vǎn Thành +1
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60F15 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.2107.12690
openalex publication_date 2021/07/27 · openalex created_date 2021/08/02 · openalex updated_date 2026/07/28
This note develops Rio's proof [C. R. Math. Acad. Sci. Paris, 1995] of the rate of convergence in the Marcinkiewicz--Zygmund strong law of large numbers to the case of sums of dependent random variables with regularly varying normalizing constants. It allows us to obtain a complete convergence result for dependent sequences under uniformly bounded moment conditions. This result is new even when the underlying random variables are independent. The main theorems are applied to three different dependence structures: (i) m-pairwise negatively dependent random variables, (ii) m-extended negatively dependent random variables, and (iii) φ-mixing sequences. To our best knowledge, the results for cases (i) and (ii) are the first results in the literature on complete convergence for sequences of m-pairwise negatively dependent random variables and m-extended negatively dependent random variables under the optimal moment conditions even when m=1. While the results for cases (i) and (iii) unify and improve many existing ones, the result for case (ii) complements the main result of Chen et al. [J. Appl. Probab., 2010]. Affirmative answers to open questions raised by Chen et al. [J. Math. Anal. Appl., 2014] and Wu and Rosalsky [Glas. Mat. Ser. III, 2015] are also given. An example illustrating the sharpness of the main result is presented.