Stability of sums of weighted nonnegative random variables

N. Etemadi

Journal of Multivariate Analysis, 1983, vol. 13, issue 2, 361-365

Abstract: A stability result for sums of weighted nonnegative random variables is established and then it is utilized to obtain, among other things, a slight generalization of the Borel-Cantelli lemma and to show that the work of Jamison, Orey, and Pruitt (Z. Wahrsch. Verw. Gebiete 4 (1965), 40-44) on almost sure convergence of weighted averages of independent random variables remains valid if the assumption of independence on the random variables is replaced by pairwise independence.

Keywords: Sure; convergence; stability; of; sums (search for similar items in EconPapers)
Date: 1983
References: Add references at CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(83)90032-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:13:y:1983:i:2:p:361-365

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().