• Title/Summary/Keyword: weighted sums of i.i.d. random variables

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GENERAL LAWS OF PRECISE ASYMPTOTICS FOR SUMS OF RANDOM VARIABLES

  • Meng, Yan-Jiao
    • Journal of the Korean Mathematical Society
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    • v.49 no.4
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    • pp.795-804
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    • 2012
  • In this paper, we obtain two general laws of precise asymptotics for sums of i.i.d random variables, which contain general weighted functions and boundary functions and also clearly show the relationship between the weighted functions and the boundary functions. As corollaries, we obtain Theorem 2 of Gut and Spataru [A. Gut and A. Sp$\check{a}$taru, Precise asymptotics in the law of the iterated logarithm, Ann. Probab. 28 (2000), no. 4, 1870-1883] and Theorem 3 of Gut and Sp$\check{a}$taru [A. Gut and A. Sp$\check{a}$taru, Precise asymptotics in the Baum-Katz and Davids laws of large numbers, J. Math. Anal. Appl. 248 (2000), 233-246].

An extension of the hong-park version of the chow-robbins theorem on sums of nonintegrable random variables

  • Adler, Andre;Rosalsky, Andrew
    • Journal of the Korean Mathematical Society
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    • v.32 no.2
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    • pp.363-370
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    • 1995
  • A famous result of Chow and Robbins [8] asserts that if ${X_n, n \geq 1}$ are independent and identically distributed (i.i.d.) random variables with $E$\mid$X_1$\mid$ = \infty$, then for each sequence of constants ${M_n, n \geq 1}$ either $$ (1) lim inf_{n\to\infty} $\mid$\frac{M_n}{\sum_{j=1}^{n}X_j}$\mid$ = 0 almost certainly (a.c.) $$ or $$ (2) lim sup_{n\to\infty}$\mid$\frac{M_n}{\sum_{j=1}^{n}X_j}$\mid$ = \infty a.c. $$ and thus $P{lim_{n\to\infty} \sum_{j=1}^{n}X_j/M_n = 1} = 0$. Note that both (1) and (2) may indeed prevail.

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ON THE STRONG LAWS OF LARGE NUMBERS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES

  • Baek, J.I.;Choi, J.Y.;Ryu, D.H.
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.457-466
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    • 2004
  • Let{$X_{ni}$\mid$\;1\;{\leq}\;i\;{\leq}\;k_n,\;n\;{\geq}\;1$} be an array of rowwise negatively associated random variables such that $P$\mid$X_{ni}$\mid$\;>\;x)\;=\;O(1)P($\mid$X$\mid$\;>\;x)$ for all $x\;{\geq}\;0,\;and\; \{k_n\}\;and\;\{r_n\}$ be two sequences such that $r_n\;{\geq}\;b_1n^r,\;k_n\;{\leq}\;b_2n^k$ for some $b_1,\;b_2,\;r,\;k\;>\;0$. Then it is shown that $\frac{1}{r_n}\;max_1$\mid${\Sigma_{i=1}}^j\;X_{ni}$\mid$\;{\rightarrow}\;0$ completely convergence and the strong convergence for weighted sums of N A arrays is also considered.