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Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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Weak laws for dependent sums
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by William L. Steiger PDF
Proc. Amer. Math. Soc. 41 (1973), 278-281 Request permission

Abstract:

A general weak law of large numbers for sums ${S_n} = {X_1} + \cdots + {X_n}$ is proved. That is, without assuming the existence of any moments, and allowing any sort of dependence structure, conditions are given for ${S_n}/n \to 0$ in probability; the conditions are not necessary. However they are sufficient for a much stronger statement, namely that ${S_{{\nu _n}}}/{\nu _n} \to 0$ in probability in many cases where positive, integer-valued random variables ${\nu _n} \to \infty$.
References
  • A. Kolmogoroff, Über die Summen durch den Zufall bestimmter unabhängiger Größen, Math. Ann. 99 (1928), no. 1, 309–319 (German). MR 1512451, DOI 10.1007/BF01459098
  • P. Lévy, Théorie de l’addition des variables aléatoires, Gauthier-Villars, Paris, 1954.
  • J. Mogyoródi, A remark on limiting distributions for sums of a random number of independent random variables, Rev. Roumaine Math. Pures Appl. 16 (1971), 551–557. MR 288816
  • Pál Révész, The laws of large numbers, Probability and Mathematical Statistics, Vol. 4, Academic Press, New York-London, 1968. MR 0245079
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Additional Information
  • © Copyright 1973 American Mathematical Society
  • Journal: Proc. Amer. Math. Soc. 41 (1973), 278-281
  • MSC: Primary 60F05
  • DOI: https://doi.org/10.1090/S0002-9939-1973-0319242-2
  • MathSciNet review: 0319242