An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law
Lanzinger, Hartmut; Lanzinger Hartmut; (lanzinge@mathematik.uni-ulm.de)
Журнал:
ESAIM: Probability and Statistics
Дата:
1998
Аннотация:
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.
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