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ESAIM: P&S, 1998, Vol. 2, pp. 163-183
DOI: 10.1051/ps:1998106
An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law
Hartmut Lanzinger(lanzinge@mathematik.uni-ulm.de)
Abstract
We prove a strong law of large numbers for moving averages of independent,
identically distributed random variables with certain subexponential
distributions. These random variables show a behavior that can be
considered intermediate between the classical strong law and the
Erdös-Rényi law. We further show that the difference from the
classical behavior is due to the influence of extreme terms.
Résumé
Nous démontrons une loi forte des grands nombres pour des moyennes
mouvantes de variables aléatoires indépendantes et équidistribuées
avec une distribution sous-exponentielle. Ces variables aléatoires
se comportent d'une façon qu'on peut considérer comme intermédiaire
entre la loi classique et la loi forte d'Erdös-Rényi. Nous démontrons
aussi que la différence avec la situation classique est causée par
les variables les plus grandes.
Key words: Law of large numbers / almost sure convergence / exponential inequalities.
© EDP Sciences, SMAI 1998
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