Limiting behavior of weighted sums of i.i.d. random variables

Chen Pingyan and Gan Shixin

Statistics & Probability Letters, 2007, vol. 77, issue 16, 1589-1599

Abstract: The strong laws of large numbers, Chover's laws of the iterated logarithm (LIL) and laws of the single logarithm are established for weighted sums of i.i.d. random variables under suitable conditions on both the weights and the distribution.

Keywords: Strong; laws; of; large; numbers; Chover's; LIL; Laws; of; the; single; logarithm; Weighted; sums; of; i.i.d.; random; variables; Hoffmann-Jørgensen's; inequality; Rates; of; convergence; in; the; invariance; principle (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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