Let {Xn: n ≥ 1} be a sequence of independent random variables and write Suppose that the random vairables Xn are uniformly bounded by a random variable X in the sense that
Set qn(x) = Pr(|Xn| > x) and q(x) = Pr(|Xn| > x). If qn ≤ q and E|X|r < ∞ with 0 < r < 2 then we have (see Loève(4), 242)
where ak = 0, if 0 < r < 1, and = EXk if 1 ≤ r < 2 and ‘a.s.’ stands for almost sure convergence. the purpose of this paper is to study the rates of convergence of
to zero for arbitrary ε > 0. We shall extend to the present context, results of (3) where the case of identically distributed random variables was treated. The techniques used here are strongly related to those of (3).