Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 2016; 53(6): 1275-1292

Online first article August 25, 2016      Printed November 1, 2016

https://doi.org/10.4134/JKMS.j150490

Copyright © The Korean Mathematical Society.

Convergence rates for sequences of conditionally independent and conditionally identically distributed random variables

De-Mei Yuan

Chongqing Technology and Business University

Abstract

The Marcinkiewicz-Zygmund strong law of large numbers for conditionally independent and conditionally identically distributed random variables is an existing, but merely qualitative result. In this paper, for the more general cases where the conditional order of moment belongs to $\left({0,\infty } \right)$ instead of $\left( {0,2} \right)$, we derive results on convergence rates which are quantitative ones in the sense that they tell us how fast convergence is obtained. Furthermore, some conditional probability inequalities are of independent interest.

Keywords: conditional independence, conditionally identical distributiveness, conditional median, conditional symmetrization inequality, conditional Kahane-Hoffmann-J{\o}rgensen inequality

MSC numbers: 60F15, 60E15