Weighted sums for i.i.d. random variables with relatively thin tails

被引：5

作者：

Lanzinger, H ^{[1
]}

Stadtmüller, U ^{[1
]}

机构：

[1] Univ Ulm, Abt Math 3, D-89069 Ulm, Germany

来源：

BERNOULLI | 2000年 / 6卷 / 01期

关键词：

law of the iterated logarithm; speed of convergence; strong laws of large numbers; weighted means of i.i.d. random variables;

D O I：

10.2307/3318632

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 prove almost sure limit theorems for weighted sums of i.i.d. random variables with weights having a very short span, so that rather strong moment conditions are needed. This complements results due to Li et al. and the first author.

引用

页码：45 / 61

页数：17

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