A note on moments of the maximum of Cesàro summation

Deli Li and Mei Ling Huang

Statistics & Probability Letters, 1998, vol. 38, issue 1, 73-81

Abstract: Let {Xn; n [greater-or-equal, slanted] 1} be a sequence of independent real-valued random variables and {an,k; k [greater-or-equal, slanted] 1, n [greater-or-equal, slanted] 1} an infinite matrix of real numbers with supn an, k 0. This result is used to establish some results on moments of the maximum of normed weighted averages, in particular, the maximum of Cesàro summation.

Keywords: Cesaro; summation; Moments; of; the; maximum; of; weighted; sums; Random; geometric; series; Riesz; means (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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