The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays

Laurent Davezies; Xavier D'Haultfœuille; Yannick Guyonvarch

doi:10.1016/j.spl.2022.109536

The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays

UR1303 ALISS Alimentation et Sciences Sociales

Research output: Contribution to journal › Article › peer-review

Abstract

We show a Marcinkiewicz–Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in L^r (r∈(0,2)) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than the existing one.

Original language	English
Article number	109536
Journal	Statistics and Probability Letters
Volume	188
DOIs	https://doi.org/10.1016/j.spl.2022.109536
Publication status	Published - 1 Sept 2022

Keywords

Exchangeable arrays
Law of iterated logarithm
Marcinkiewicz–Zygmund law of large numbers

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10.1016/j.spl.2022.109536

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title = "The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays",

abstract = "We show a Marcinkiewicz–Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in Lr (r∈(0,2)) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than the existing one.",

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author = "Laurent Davezies and Xavier D'Haultf{\oe}uille and Yannick Guyonvarch",

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AU - Davezies, Laurent

AU - D'Haultfœuille, Xavier

AU - Guyonvarch, Yannick

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N2 - We show a Marcinkiewicz–Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in Lr (r∈(0,2)) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than the existing one.

AB - We show a Marcinkiewicz–Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in Lr (r∈(0,2)) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than the existing one.

KW - Exchangeable arrays

KW - Law of iterated logarithm

KW - Marcinkiewicz–Zygmund law of large numbers

U2 - 10.1016/j.spl.2022.109536

DO - 10.1016/j.spl.2022.109536

M3 - Article

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SN - 0167-7152

VL - 188

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 109536

ER -

The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays

Abstract

Keywords

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