On the almost sure behaviour of sums of random variables (Q1903165): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:10, 5 March 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
moments condition
0 references
characteristic functions
0 references
concentration functions
0 references