Bulletin of the
Korean Mathematical Society
BKMS

ISSN(Print) 1015-8634 ISSN(Online) 2234-3016

Article

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Bull. Korean Math. Soc. 2001; 38(3): 605-610

Printed September 1, 2001

Copyright © The Korean Mathematical Society.

Identically distributed uncorrelated random variables not fulfilling the WLLN

Dieter Landers and Lothar Rogge

University of Cologne, Gerhard-Mercator-Universitat Duisburg

Abstract

It is shown that for each $1 < p < 2$ there exist identically
distributed uncorrelated random variables $X_{n}$ with
$E(|X_{1}|^{p}) < \infty,$ not fulfilling the weak law
of large numbers (WLLN). If, however, the random variables
are moreover non-negative, the weaker integrability condition
$E(X_{1}\log X_{1}) < \infty$ already guarantees the strong law of large numbers.

Keywords: weak law of large numbers, strong law of large numbers, uncorrelated identically distributed random variables