On the strong convergence of a weighted sum
β Scribed by Wei Biao Wu
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 69 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
β¦ Synopsis
We prove the equivalence of the almost sure and complete convergence of a particular weighted sum of independent, identically distributed random variables investigated by . Limiting behavior of weighted sums of independent random variables. Ann. Probab. 1, 810 -824.
π SIMILAR VOLUMES
Under general weighting coe cient, we obtain the complete convergence for weighted sums of negatively associated (NA) sequences, and discuss its necessity. The results on i.i.d. setting of Chow [
By numerical experiments they were led to conjecture The first published solution by J. Boersma and P. J. DeDoelder 1 confirms the first conjecture and disproves the second one numerically. Their proof has been criticized by several authors, since it ignores all w x questions of convergence. In 2 ,