Convergence of weighted averages of random variables revisited

Etemadi, Nasrollah

doi:10.1090/S0002-9939-06-08296-7

Convergence of weighted averages of random variables revisited
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by Nasrollah Etemadi

Proc. Amer. Math. Soc. 134 (2006), 2739-2744

DOI: https://doi.org/10.1090/S0002-9939-06-08296-7

Published electronically: April 10, 2006

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Abstract:

We show that for a large class of positive weights including the ones that are eventually monotone decreasing and those that are eventually monotone increasing but vary regularly, if the averages of random variables converge in some sense, then their corresponding weighted averages also converge in the same sense. We will also replace the sufficient conditions in the fundamental result of Jamison, Pruitt, and Orey for i.i.d. random variables that make their work more transparent.

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