On the limiting behavior of randomly weighted partial sums (Q1305229): Difference between revisions

The a.s. limiting behavior of weighted partial sums \(\sum_{j=1}^n W_{nj}X_{nj}\) is studied for triangular arrays of r.v.'s \(\{W_{nj}\), \(1 \leq j \leq n\), \(n \geq 1 \}\) and \(\{X_{nj}\), \(1 \leq j \leq n\), \(n \geq 1 \}\). The conditions are also given which guarantee that \(\sum_{j=1}^n W_{nj}|X_{nj} - C_{nj}|@>P>> 0\) as \(n \to \infty\) where \(\{C_{nj}\), \(1 \leq j \leq n\), \(n \geq 1 \}\) is the array of constants or r.v.'s. The mentioned results are insensitive to the joint distribution of r.v.'s within each of the arrays \(\{W_{nj}\), \(1 \leq j \leq n\), \(n \geq 1 \}\) and \(\{X_{nj}\), \(1 \leq j \leq n\), \(n \geq 1 \}\). For positive r.v.'s \(W_{nj}\) and \(X_{nj}\) such that \((X_{nj},W_{n1}, \ldots , W_{nn})\) and \(\{X_{n1},W_{n1}, \ldots , W_{nn})\) are identically distributed an extension of the result by \textit{A. Rosalsky} [Stat. Probab. Lett. 16, No. 1, 65-70 (1993; Zbl 0765.60020)] is obtained. Some applications to queueing theory and bootstrap are discussed.