On the Baum--Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constants
L\^e V\v{a}n Th\`anh

TL;DR
This paper extends the Baum--Katz theorem to pairwise independent i.i.d. variables with general norming constants, under optimal moment conditions, using properties of slowly varying functions and advanced probabilistic techniques.
Contribution
It generalizes the Baum--Katz theorem to a broader class of sequences with pairwise independence and general norming, improving existing moment condition requirements.
Findings
Proves the Baum--Katz theorem for pairwise independent sequences
Uses properties of slowly varying functions and de Bruijn conjugates
Avoids maximal inequalities with Rio's techniques
Abstract
This paper proves the Baum--Katz theorem for sequences of pairwise independent identically distributed random variables with general norming constants under optimal moment conditions. The proof exploits some properties of slowly varying functions and the de Bruijn conjugates, and uses the techniques developed by Rio (1995) to avoid using the maximal type inequalities.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsProbability and Risk Models
