Almost sure limit theorems for random sums of multiindex random variables

DOI10.1007/S10986-009-9051-YMaRDI QIDQ1033576zbMATH OpenOpenAlexFDO

Authors L. P. Terekhova

Publication date 6 November 2009

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-009-9051-y

zbMATH Keywords

almost sure limit theoremsfunctional limit theoremsmultiindex random variablesrandom sums

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Review text

Denote by \(\mathop \to \limits^d \) the convergence in distribution, by \(\mathop \to \limits^p \) the convergence in probability, by \(\mathop \to \limits^w \) the weak convergence of measures, and by \({\mu _\varsigma }\) the distribution of the random variable \(\varsigma \). Let \({\varsigma _n}\) be a sequence of random variables defined on the probability space \((\Omega ,A,P)\). Consider the measures \({Q_n}(\omega ) = {Q_n}(({\varsigma _n}))(\omega ) = \frac{1}{{\log n}}\sum_{k = 1}^n {\frac{1}{k}{\delta _{{\varsigma _k}(\omega )}}} \), where \(\omega \in \Omega \), and \({\delta _x}\) is the point mass at \(x\). Classical limit theorems deal with the convergence \({\varsigma _n}\mathop \to \limits^d \varsigma \) as \(n \to \infty \). In many cases, this convergence implies the convergence of measures \({Q_n}(\omega )\mathop \to \limits^w {\mu _\varsigma }\) as \(n \to \infty \) for almost all \(\omega \in \Omega \). Such limit theorems are called almost sure versions of ordinary limit theorems. In this paper, the author obtains a functional limit theorem for multiindex random sums and its almost sure version.

Recommendations

• Almost sure versions of some functional limit theorems
• On almost sure limit theorems
• The almost sure limit theorem for sums of random vectors
• On the random functional central limit theorems with almost sure convergence for subsequences
• On almost-everywhere variants of limit theorems

Cites work

• A universal result in almost sure central limit theory.
• Almost sure central limit theorems for random fields
• An almost everywhere central limit theorem
• An almost sure functional limit theorem for the domain of geometric partial attraction of semistable laws
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 2067896 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• On almost sure noncentral limit theorems
• On almost-everywhere variants of limit theorems
• On Strong Versions of the Central Limit Theorem
• On the almost sure central limit theorem and domains of attraction

Cited in

(9)

• One-sided limit theorems for sums of multidimensional indexed random variables
• Weak limits for multivariate random sums
• scientific article; zbMATH DE number 5074024 (Why is no real title available?)
• scientific article; zbMATH DE number 4046797 (Why is no real title available?)
• scientific article; zbMATH DE number 4078375 (Why is no real title available?)
• scientific article; zbMATH DE number 1067029 (Why is no real title available?)
• scientific article; zbMATH DE number 1121205 (Why is no real title available?)
• scientific article; zbMATH DE number 822067 (Why is no real title available?)
• Approximation of sums of random variables with multiindexes

This page was built for publication: Almost sure limit theorems for random sums of multiindex random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1033576)