A remark on almost sure convergence of weighted sums (Q1080271)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A remark on almost sure convergence of weighted sums |
scientific article |
Statements
A remark on almost sure convergence of weighted sums (English)
0 references
1987
0 references
As a generalization of a theorem of \textit{Y. S. Chow} [Ann. Math. Stat. 37, 1482-1493 (1966; Zbl 0152.169)] it is shown by an elementary method that for i.i.d. r.v.'s \(X_ 1,...,X_ n\), with expectation zero and finite p-th absolute moment (p\(\geq 2)\) the weighted sums \[ \sum^{n}_{i=1}a_{n,i}X_ i/n^{1/p}(\sum^{n}_{i=1}a^ 2_{n,i})^{1/2} \] converge to zero a.s.
0 references
weighted sums
0 references
almost sure convergence
0 references
least squares
0 references
0 references