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
收藏
页码：45 / 61
页数：17
相关论文
共 50 条
  • [41] Redundant observations at testing i.i.d. random variables
    Konopka, J
    Schmitz, N
    STATISTICAL PAPERS, 2002, 43 (04) : 595 - 602
  • [42] Redundant observations at testing i.i.d. random variables
    Jörg Konopka
    Norbert Schmitz
    Statistical Papers, 2002, 43 : 595 - 602
  • [43] Redundant observations at testing i.i.d. random variables
    Jörg Konopka
    Norbert Schmitz
    Statistical Papers, 2003, 44 : 289 - 289
  • [44] Complete moment convergence for i.i.d. random variables
    Qiu, Dehua
    Chen, Pingyan
    STATISTICS & PROBABILITY LETTERS, 2014, 91 : 76 - 82
  • [45] Local invariance principle for i.i.d. random variables
    Breton, JC
    Davydov, Y
    COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 2001, 333 (07): : 673 - 676
  • [46] Strong Laws of Large Numbers for Intermediately Trimmed Sums of i.i.d. Random Variables with Infinite Mean
    Kesseboehmer, Marc
    Schindler, Tanja
    JOURNAL OF THEORETICAL PROBABILITY, 2019, 32 (02) : 702 - 720
  • [47] Strong Laws of Large Numbers for Intermediately Trimmed Sums of i.i.d. Random Variables with Infinite Mean
    Marc Kesseböhmer
    Tanja Schindler
    Journal of Theoretical Probability, 2019, 32 : 702 - 720
  • [48] On the asymptotic behavior of the expectation of the maximum of i.i.d. random variables
    Correa, Jose R.
    Romero, Matias
    OPERATIONS RESEARCH LETTERS, 2021, 49 (05) : 785 - 786
  • [49] Precise rates in the law of logarithm for i.i.d. random variables
    Pang, TX
    Lin, ZY
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2005, 49 (7-8) : 997 - 1010
  • [50] Moderate deviation principles for sums of i.i.d. random compact sets
    Miao, Yu
    COMMENTATIONES MATHEMATICAE UNIVERSITATIS CAROLINAE, 2009, 50 (01): : 103 - 111
12345