An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law
An almost sure limit theorem for moving averages of random variables between the strong law of large numbers and the Erdös-Rényi law
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.
Page 1