Electronic Only Electronic Research Announcements
Electronic Research Announcements
ISSN 1079-6762
 
 

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

Author(s): Guang-hui Cai
Journal: Electron. Res. Announc. Amer. Math. Soc. 12 (2006), 29-36.
MSC (2000): Primary 60F15
Posted: March 6, 2006
Retrieve article in: PDF DVI PostScript

Abstract | References | Similar articles | Additional information

Abstract: Strong laws are established for linear statistics that are weighted sums of a random sample. We show extensions of the Marcinkiewicz-Zygmund strong laws under certain moment conditions on both the weights and the distribution. The result obtained extends and sharpens the result of Sung.


References:

1.
Bai, Z. D. and Cheng, P. E., Marcinkiewicz strong laws for linear statistics, Statist. Probab. Lett. 46 (2000), 105-112. MR 1748864 (2001b:60043)

2.
Choi, B. D. and Sung, S. H., Almost sure convergence theorems of weighted sums of random variables, Stochastic Anal. Appl. 5 (1987), 365-377. MR 0912863 (88m:60079)

3.
Chow, Y. S. and Teicher, H., Probability Theory: Independence, Interchangeability, Martingales, Springer-Verlag, New York, 3rd ed., 1997. MR 1476912 (98e:60003)

4.
Cuzick, J., A strong law for weighted sums of i.i.d. random variables, J. Theoret. Probab. 8 (1997), 625-641. MR 1340830 (96f:60050)

5.
Erdös, P., On a theorem of Hsu-Robbins, Ann. Math. Statist. 20 (1949), 286-291. MR 0030714 (11,40f)

6.
Hsu, P. L. and Robbins, H., Complete convergence and the law of large numbers, Proc. Nat. Acad. Sci. (USA) 33 (1947), 25-31. MR 0019852 (8,470e)

7.
Petrov, V. V., Limit theorems of probability theory sequences of independent random variables, Oxford, Oxford Science Publications, 1995. MR 1353441 (96h:60048)

8.
Stout, W., Almost sure convergence, New York, Academic Press, 1974. MR 0455094 (56 #13334)

9.
Sung, S. H., Strong laws for weighted sums of i.i.d. random variables, Statist. Probab. Lett. 52 (2001), 413-419. MR 1841609 (2002f:60054)

10.
Wu, W. B., On the strong convergence of a weighted sum, Statist. Probab. Lett. 44 (1999), 19-22. MR 1706378 (2000d:60057)

Similar Articles:

Retrieve articles in Electronic Research Announcements with MSC (2000): 60F15

Retrieve articles in all Journals with MSC (2000): 60F15


Additional Information:

Guang-hui Cai
Affiliation: Department of Mathematics and Statistics, Zhejiang Gongshang University, Hangzhou 310035, P. R. China
Email: cghzju@163.com

DOI: 10.1090/S1079-6762-06-00157-0
PII: S 1079-6762(06)00157-0
Keywords: Almost sure convergence, Marcinkiewicz-Zygmund strong laws
Received by editor(s): February 24, 2005
Posted: March 6, 2006
Additional Notes: The author would like to thank an anonymous referee for his/her valuable comments.
Communicated by: Mark Freidlin
Copyright of article: Copyright 2006, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2008, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google