A Baum-Katz theorem for random variables under exponential moment conditions

✍ Scribed by Hartmut Lanzinger

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 274 KB
• Volume: 39
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(98)00009-1

✦ Synopsis

We prove a Baum-Katz law for partial sums of i.i.d, random variables under moment conditions slightly below the existence of the moment generating function. This particularly sheds some additional light on a strong law of large numbers recently established by the author. (~