Strong laws for weighted sums of i. i. d. random variables (Q5951994): Difference between revisions
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Property / cites work: Marcinkiewicz strong laws for linear statistics / rank | |||
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Property / cites work: Almost sure convergence theorems of weighted sums of random variables / rank | |||
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Property / cites work: A strong law for weighted sums of i.i.d. random variables / rank | |||
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Property / cites work: Complete Convergence and the Law of Large Numbers / rank | |||
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Property / cites work: On the limiting behavior of randomly weighted partial sums / rank | |||
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Property / cites work: Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences / rank | |||
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Property / cites work: On the strong convergence of a weighted sum / rank | |||
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Latest revision as of 22:06, 3 June 2024
scientific article; zbMATH DE number 1687526
Language | Label | Description | Also known as |
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English | Strong laws for weighted sums of i. i. d. random variables |
scientific article; zbMATH DE number 1687526 |
Statements
Strong laws for weighted sums of i. i. d. random variables (English)
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24 September 2003
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Let \((X_n, n\geq 1)\) be a sequence of independent identically distributed random variables satisfying \(EX=0\) and \(E[\exp (h |X_1|^{\gamma}) ] < \infty \) for any \(h>0\) \((\gamma >0)\). Let \((a_{ni}\), \(i\leq i \leq n\), \(n\geq 1)\) be an array of constants satisfying \({\lim \sup}_{n \to \infty} \frac{1}{n} \sum_{i=1}^n |a_{ni} |^{\alpha} < \infty \) for some \(1 < \alpha \leq 2\). Define \(b_n = n^{1/\alpha}(\log n)^{1/\gamma}\) for \(0 < \gamma \leq 1\) and \(b_n = n^{1/\alpha}(\log n) ^{1/\gamma + \delta} \) for \(\gamma >1 \), where \(\delta =1 -1/\gamma -(\gamma -1)/ (1+ \alpha \gamma- \alpha)\). Then \(\frac{1}{b_n} \sum_{i=1}^n a_{ni} X_i \to 0 \text{ almost surely}.\) Also the case \(E[\exp (h |X_1|^{\gamma}) ] < \infty \) for some \( h> 0\) is considered.
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strong laws of large numbers
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almost sure convergence
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weighted sums of independent identically distributed random variables
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complete convergence
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