A note on almost sure behavior of randomly weighted sums of phi-mixing random variables with phi-mixing weights

被引:0
|
作者
Przystalski, Marcin [1 ]
机构
[1] Res Ctr Cultivar Testing, PL-63022 Slupia Wielka, Poland
关键词
Randomly weighted sums; phi-mixing sequences of random variables; strong law of large numbers;
D O I
10.12697/ACUTM.2013.17.11
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Randomly weighted sums play an important role in various applied and theoretical problems, e.g., in actuarial mathematics or statistics. The almost sure convergence of randomly weighted sums is usually studied under the assumption that sequences are independent and identically distributed. In this note, we assume that both sequences are phi-mixing. Under some additional conditions, we prove a strong law of large numbers for sequences of randomly weighted sums.
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页码:127 / 133
页数:7
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