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

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Résumé

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.

langue originale	Anglais
Numéro d'article	109536
journal	Statistics and Probability Letters
Volume	188
Les DOIs	https://doi.org/10.1016/j.spl.2022.109536
état	Publié - 1 sept. 2022

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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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year = "2022",

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T1 - The Marcinkiewicz–Zygmund law of large numbers for exchangeable arrays

AU - Davezies, Laurent

AU - D'Haultfœuille, Xavier

AU - Guyonvarch, Yannick

PY - 2022/9/1

Y1 - 2022/9/1

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

UR - https://www.scopus.com/pages/publications/85130609608

U2 - 10.1016/j.spl.2022.109536

DO - 10.1016/j.spl.2022.109536

M3 - Article

AN - SCOPUS:85130609608

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

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