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Lim sup behavior of sums of geometrically weighted i.i.d. random variables

โœ Scribed by Andrew Rosalsky

Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
381 KB
Volume
11
Category
Article
ISSN
0304-4149

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๐Ÿ“œ SIMILAR VOLUMES

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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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The corresponding moderate deviation principle follows. The Central Limit theorem has been recently obtained by Pang, Lin and Hwang [T.X. Pang, Z.Y. Lin, K.S. Hwang, Asymptotics for self-normalized random products of sums of i.i.d. random variables, J. Math. Anal. Appl. 334 (2007) 1246-1259].