A remark on almost sure convergence of weighted sums (Q1080271): Difference between revisions
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Revision as of 02:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on almost sure convergence of weighted sums |
scientific article |
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A remark on almost sure convergence of weighted sums (English)
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1987
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As a generalization of a theorem of \textit{Y. S. Chow} [Ann. Math. Stat. 37, 1482-1493 (1966; Zbl 0152.169)] it is shown by an elementary method that for i.i.d. r.v.'s \(X_ 1,...,X_ n\), with expectation zero and finite p-th absolute moment (p\(\geq 2)\) the weighted sums \[ \sum^{n}_{i=1}a_{n,i}X_ i/n^{1/p}(\sum^{n}_{i=1}a^ 2_{n,i})^{1/2} \] converge to zero a.s.
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weighted sums
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almost sure convergence
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least squares
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