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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 5, Fasc. 1,
pages 99 - 111
 

RATE OF CONVERGENCE IN THE STRONG LAW OF LARGE NUMBERS

Sándor Csörgő
Zdzisław Rychlik

Abstract: Let (Xn,n > 1) be a sequence of independent random variables such that EXn  = 0,EX2n = s2n <  oo , n > 1. For each n > 1 let

      n            n
S  =  sum  X ,  S2 =  sum  s2;
 n   k=1  k    n   k=1 k
then, under some additional conditions,      1+a
Sn/S n  -->  0 as n -->  oo  with probability 1 for any a > 0.

The main purpose of this paper is to give the order of magnitude of

 oo  sum 
   P(|Sn|> tS1n+2a)
n=1
as      +
t-- >  0 . The rate of convergence in the random strong law of large numbers is established too.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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