A note on the Kolmogorov-Marcinkiewicz-Zygmund type strong law of large numbers for elements of autoregression sequences
M. K. IlienkoTheory of Stochastic Processes
Vol.22 (38), no.1, 2017, pp.22-29
In the paper we consider the Kolmogorov-Marcinkiewicz-Zygmund type strong law of large numbers for sums whose terms are elements of regression sequences of random variables. Some necessary and sufficient conditions providing SLLN are obtained in terms of coefficients of the regression sequence. Several special cases of regression sequences are considered as well.