On the asymptotic behavior of sums of pairwise independent random variables

DOI10.1016/0167-7152(91)90144-GMaRDI QIDQ2640987zbMATH OpenFDO

Authors Juan Antonio Cuesta, Carlos Matrán

Publication date 1991

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

Full work available at URL https://doi.org/10.1016/0167-7152(91)90144-G

zbMATH Keywords

Kolmogorov 0-1 lawpairwise independenttotal independent

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Zero-one laws (60F20)

Review text

The main aim of this paper is to bring out the subtle difference between the sequences of pairwise independent and total independent random variables. In particular, stationary sequences are taken for discussion. The Kolmogorov zero-one law, the SLLN, the CLT, the LIL and exponential bounds are the focusing points in this paper. A good list of references in this direction is given. The contents of this paper are worth recording.

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Cites work

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Cited in

(11)

• A random-projection based test of Gaussianity for stationary processes
• A note on pair-dependent linear statistics with a slowly increasing variance
• On a stationary, triple-wise independent, absolutely regular counterexample to the central limit theorem
• A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables
• On ``Asymptotic independence \dots by V. M. Gertsik
• SOME RESULTS ON ASYMPTOTIC BEHAVIORS OF RANDOM SUMS OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VARIABLES
• scientific article; zbMATH DE number 4082608 (Why is no real title available?)
• scientific article; zbMATH DE number 3474651 (Why is no real title available?)
• scientific article; zbMATH DE number 800372 (Why is no real title available?)
• Growth of Sums of Pairwise Independent Random Variables with Infinite Expectations
• Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences

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