On the limiting behavior of randomly weighted partial sums

DOI10.1016/S0167-7152(98)00153-9MaRDI QIDQ1305229zbMATH OpenFDO

Authors Andrew Rosalsky, Maddipatla Sreehari

Publication date 5 January 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(98)00153-9

almost sure limiting behavior examples randomly weighted partial sums strong law of large numbers triangular array of random variables weak law of large numbers

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Review text

The a.s. limiting behavior of weighted partial sums \(\sum_{j=1}^n W_{nj}X_{nj}\) is studied for triangular arrays of r.v.'s \(\{W_{nj}\), \(1 \leq j \leq n\), \(n \geq 1 \}\) and \(\{X_{nj}\), \(1 \leq j \leq n\), \(n \geq 1 \}\). The conditions are also given which guarantee that \(\sum_{j=1}^n W_{nj}|X_{nj} - C_{nj}|@>P>> 0\) as \(n \to \infty\) where \(\{C_{nj}\), \(1 \leq j \leq n\), \(n \geq 1 \}\) is the array of constants or r.v.'s. The mentioned results are insensitive to the joint distribution of r.v.'s within each of the arrays \(\{W_{nj}\), \(1 \leq j \leq n\), \(n \geq 1 \}\) and \(\{X_{nj}\), \(1 \leq j \leq n\), \(n \geq 1 \}\). For positive r.v.'s \(W_{nj}\) and \(X_{nj}\) such that \((X_{nj},W_{n1}, \ldots , W_{nn})\) and \(\{X_{n1},W_{n1}, \ldots , W_{nn})\) are identically distributed an extension of the result by \textit{A. Rosalsky} [Stat. Probab. Lett. 16, No. 1, 65-70 (1993; Zbl 0765.60020)] is obtained. Some applications to queueing theory and bootstrap are discussed.

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