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
    0 references
    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
    0 references
    weighted sums
    0 references
    almost sure convergence
    0 references
    least squares
    0 references