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A note on moments of the maximum of Cesàro summation

✍ Scribed by Deli Li; Mei Ling Huang

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
289 KB
Volume
38
Category
Article
ISSN
0167-7152

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✦ Synopsis

Let {Xn; n ~>1} be a sequence of independent real-valued random variables and {a~,k; k/> l,n >~1} an infinite matrix of real numbers with supn/an, k[ <~, k ~> 1. We provide some very general conditions which guarantee that E sup an, kXk < cx~ \ " I*:L I/ for some p >0. This result is used to establish some results on moments of the maximum of normed weighted averages, in particular, the maximum of Cesflro summation. (~

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