On the almost sure behaviour of sums of random variables (Q1903165): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q997281
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: Valentin V. Petrov / rank
 
Normal rank

Revision as of 22:46, 21 February 2024

scientific article
Language Label Description Also known as
English
On the almost sure behaviour of sums of random variables
scientific article

    Statements

    On the almost sure behaviour of sums of random variables (English)
    0 references
    12 March 1996
    0 references
    For \(S_n = \sum^n_{i = 1} X_i\), where \((X_i)\) is a sequence of arbitrary random variables, it is examined that \(\lim_{i \to \infty} n^{1/2} \psi (u) |S_n |= \infty\) a.s. for some positive non-decreasing functions \(\psi (x)\) under conditions on the characteristic functions of \(S_n\) without any assumption on their moments. These results are generalizations and strengthenings of some previous results, and the Lévy concentration functions are used in proving the theorems. Special attention is paid to sequences of independent nonidentically distributed random variables.
    0 references
    0 references
    0 references
    moments condition
    0 references
    characteristic functions
    0 references
    concentration functions
    0 references
    0 references