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.
De-Mei Yuan
Chongqing Technology and Business University
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
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