On convergence properties of sums of dependent random variables under second moment and covariance restrictions
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Publication:730701
DOI10.1016/j.spl.2008.01.073zbMath1283.60049OpenAlexW2080967273MaRDI QIDQ730701
Andrew Rosalsky, Tien-Chung Hu, Andrei I. Volodin
Publication date: 30 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.073
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- SLLN and Convergence Rates for Nearly Orthogonal Sequences of Random Variables
- Convergence Properties of $S_n$ Under Moment Restrictions
- The strong laws of large numbers for quasi-stationary sequences
- Moment Inequalities for the Maximum Cumulative Sum
- Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
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