On Strong Convergence for Weighted Sums of a Class of Random Variables
Author(s) -
Aiting Shen
Publication year - 2013
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2013/216236
Subject(s) - convergence (economics) , sequence (biology) , algorithm , independent and identically distributed random variables , type (biology) , mathematics , moment (physics) , random variable , statistics , physics , chemistry , geology , paleontology , biochemistry , classical mechanics , economics , economic growth
Let {Xn,n≥1} be a sequence of random variables satisfying the Rosenthal-type maximal inequality. Complete convergence is studied for linear statistics that are weighted sums of identically distributed random variables under a suitable moment condition. As an application, the Marcinkiewicz-Zygmund-type strong law of large numbers is obtained. Our result generalizes the corresponding one of Zhou et al. (2011) and improves the corresponding one of Wang et al. (2011, 2012)
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