A strong law of large numbers for nonnegative random variables and applications

Pingyan Chen and Soo Hak Sung

Statistics & Probability Letters, 2016, vol. 118, issue C, 80-86

Abstract: For a sequence of nonnegative random variables {Xn,n≥1} with finite means and partial sums Sn=∑i=1nXi,n≥1, and a sequence of positive numbers {bn,n≥1} with bn↑∞, sufficient conditions are given under which (Sn−ESn)/bn→0 almost surely. Our result generalizes the strong law of large numbers obtained by Korchevsky (2015). Some applications for dependent random variables are also provided.

Keywords: Strong law of large numbers; Weighted sums; Dependent random variables (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715216300980
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:stapro:v:118:y:2016:i:c:p:80-86

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

DOI: 10.1016/j.spl.2016.06.017

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().