ON THE RATE OF CONVERGENCE FOR THE WEAK LAW OF LARGE
NUMBERS
Robert Bartoszyński
Prem S. Puri
Abstract: Let
be i.i.d. random variables with the common distribution
F. Further, let
be a sequence of positive numbers, and
be a strictly
increasing sequence of positive integers. The paper considers the convergence of the
series

under the interplay of three types of conditions:
(i) convergence of this series,
(ii) an appropriate moment condition on
,
(iii) a condition imposing constraints on the behavior of the sequences
and
Three theorems have been proven; in each of these two among (i)-(iii) implying the third,
with one of the theorems being valid for the general case, where the random variables
involved are not necessarily i.i.d.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -