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A strong approximation of partial sums of i.i.d. Random variables with infinite variance

โœ Scribed by Joop Mijnheer


Publisher
Springer
Year
1980
Tongue
English
Weight
291 KB
Volume
52
Category
Article
ISSN
1432-2064

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Strong laws of large numbers are established for the weighted sums of i.i.d. random variables which have higher-order moment condition. One of the results of Bai and Cheng (2000, Statist. Probab. Lett. 46, 105 -112) is extended.

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Let Xi, i = 1, 2, . . ., be i.i.d. symmetric random variables in the domain of attraction of o symmetric stable distribution (J, with 0 < a < 2. Let Yj, i = 1, 2, ..., be ii.d. symmetric stable random variables with the common distribution a,. It is known that under certain condi-