Laws of large numbers for quadratic forms, maxima of products and truncated sums of i.i.d. random variables (Q1897186)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Laws of large numbers for quadratic forms, maxima of products and truncated sums of i.i.d. random variables
scientific article

    Statements

    Laws of large numbers for quadratic forms, maxima of products and truncated sums of i.i.d. random variables (English)
    0 references
    0 references
    0 references
    0 references
    11 March 1996
    0 references
    Let \(X_i\) be square-integrable i.i.d. random variables. Necessary and sufficient conditions are given for \({1\over \gamma_n} \max_{1 \leq i < j \leq n} |X_i X_j|\to 0\) a.s. in general and for \({1\over \gamma_n} \sum_{1 \leq i \neq j \leq n} X_i X_j \to 0\) a.s. under some restrictions. Strong laws are obtained for \(X_{1:n} X_{k:n}\), where \(X_{j:n}\) is the \(j\)th largest absolute value among \(X_1, \dots, X_n\). Also, sharp asymptotic bounds are given for \({1\over b_n} \sum^n_{i = 1} X_i \mathbf{ {1}}_{|X_i|< b_n}\) for relatively small \(b_n\).
    0 references
    quadratic forms of random variables
    0 references
    maxima of products
    0 references
    truncated sums
    0 references
    strong laws
    0 references
    asymptotic bounds
    0 references

    Identifiers