Stability of sums of weighted nonnegative random variables
From MaRDI portal
An almost sure stability theorem for weighted sums \(S_ n = \sum^{n}_{j=1} w_ j X_ j\) of nonnegative random variables \(X_ j\) with finite second moments and \(\lim_{n\to\infty} w_ n \cdot \left(\sum^{n}_{j=1} w_ j\right)^{-1} = 0\) as \(n\to\infty\), is proved. Some corollaries are considered, among others concerning the similar statements for pairwise independent random variables and some generalization of the divergence part of the Borel-Cantelli lemma.
Recommendations
- On stability of sums of nonnegative random variables
- Stability for randomly weighted sums of random elements
- Strong stability of weighted sums of NA random variables
- On the relative stability of sums of positive random variables
- Stability of sums of independent random variables
- scientific article; zbMATH DE number 4024407
- Weighted sums of random variables attracted to stable laws
- Almost sure convergence theorem and strong stability for weighted sums of NSD random variables
Cites work
- An elementary proof of the strong law of large numbers
- Convergence of weighted averages of independent random variables
- scientific article; zbMATH DE number 3256930 (Why is no real title available?)
- scientific article; zbMATH DE number 3194856 (Why is no real title available?)
- scientific article; zbMATH DE number 3065413 (Why is no real title available?)
- On the laws of large numbers for nonnegative random variables
- The range of recurrent random walk in the plane
Cited in
(28)- On stability of sums of nonnegative random variables
- Weighted sums of random variables attracted to stable laws
- A note on the strong law of large numbers for positively dependent random variables
- Laws of large numbers under dependence assumptions
- Stability of sums of independent random variables
- A uniform limit theorem for predictive distributions
- On the strong law of large numbers for sequences of dependent random variables
- The strong law of large numbers for weighted averages under dependence assumptions
- Linear behavior in covid19 epidemic as an effect of lockdown
- Weighted strong laws of large numbers on variable exponent vector-valued Lebesgue spaces
- Weighted laws of large numbers and convergence of weighted ergodic averages on vector valued L_p-spaces
- Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems
- The divergence Borel-Cantelli Lemma revisited
- Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables
- On almost sure limit theorems for positively dependent random variables
- On almost sure convergence for weighted sums of pairwise negatively quadrant dependent random variables
- A strong law of large numbers for nonnegative random variables and applications
- Almost Sure Stability of Partial Sums of Uniformly Bounded Random Variables
- scientific article; zbMATH DE number 5769776 (Why is no real title available?)
- Marcinkiewicz-Zygmund type strong law of large numbers for pairwise i.i.d. random variables
- scientific article; zbMATH DE number 1383136 (Why is no real title available?)
- Transience, recurrence and the speed of a random walk in a site-based feedback environment
- STRONG STABILITY OF A TYPE OF JAMISON WEIGHTED SUMS FOR END RANDOM VARIABLES
- Generalized covariance inequalities
- Asymptotic results for FGM random sequences
- Strong law of large numbers for pairwise positive quadrant dependent random variables
- Counting functions for random objects in a category
- Stability of weighted averages of 2-exchangeable random variables
This page was built for publication: Stability of sums of weighted nonnegative random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q788387)
