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arXiv · 2111.10317

The Marcinkiewicz-Zygmund law of large numbers for exchangeable arrays

Laurent Davezies·Xavier D'Haultfoeuille·Yannick Guyonvarch
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Abstract

We show a Marcinkiewicz-Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in $L^r$ ($r\in (0,2)$) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than the existing one.

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Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch. 2021-11-19. The Marcinkiewicz-Zygmund law of large numbers for exchangeable arrays. https://doi.org/10.1016/j.spl.2022.10953

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