RATE OF CONVERGENCE IN THE STRONG LAW OF LARGE NUMBERS
Sándor Csörgő
Zdzisław Rychlik
Abstract: Let be a sequence of independent random variables such that
For each let
then,
under some additional conditions,
as
with probability
for any
The main purpose of this paper is to give the order of magnitude of
as
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: -