Baum-Katz laws for certain weighted sums of independent and identically distributed random variables

被引：9
|
作者：
Lanzinger, H [1 ]
Stadtmüller, U [1 ]
机构：
[1] Univ Ulm, Abt Zahlentheorie & Wahrsheinlichkeitstheorie, D-89069 Ulm, Germany
来源：
BERNOULLI | 2003年 / 9卷 / 06期
关键词：
Baum-Katz laws; tail probabilities; weighted mean;
D O I：
10.3150/bj/1072215198
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider weighted sums Sigma(k)p(nk)X(k) of independent and identically distributed random variables (X-n) and compare the tail probabilities of these sums with the moment conditions on X-1, that is, we prove various results of Baum-Katz type. Some special examples of weights p(nk) originating from summability are discussed.
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页码：985 / 1002
页数：18
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