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Strong laws for weighted sums of i.i.d. random variables

โœ Scribed by Soo Hak Sung

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
87 KB
Volume
52
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

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.

๐Ÿ“œ SIMILAR VOLUMES

The moderate deviation principle for sel
The moderate deviation principle for self-normalized sums of sums of i.i.d. random variables
โœ Bin Qian; Jun Yan ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 326 KB

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].