The Marcinkiewicz--Zygmund-Type Strong Law of Large Numbers with General Normalizing Sequences

This paper establishes complete convergence for weighted sums and the Marcinkiewicz–Zygmund-type strong law of large numbers for sequences of negatively associated and identically distributed random variables $\{X,X_n,n\ge 1\}$ with general normalizing constants under a moment condition that $ER(X)<\mathrm{\infty }$, where $R(\cdot )$ is a regularly varying function. The result is new even when the random variables are independent and identically distributed (i.i.d.), and a special case of this result comes close to a solution to an open question raised by Chen and Sung (Statist Probab Lett 92:45–52, 2014). The proof exploits some properties of slowly varying functions and the de Bruijin conjugates. A counterpart of the main result obtained by Martikainen (J Math Sci 75(5):1944-1946, 1995) on the Marcinkiewicz–Zygmund-type strong law of large numbers for pairwise i.i.d. random variables is also presented. Two illustrated examples are provided, including a strong law of large numbers for pairwise negatively dependent random variables which have the same distribution as the random variable appearing in the St. Petersburg game.