On convergence properties of sums of dependent random variables under second moment and covariance restrictions

Tien-Chung Hu, Andrew Rosalsky and Andrei Volodin

Statistics & Probability Letters, 2008, vol. 78, issue 14, 1999-2005

Abstract: For a sequence of dependent square-integrable random variables and a sequence of positive constants {bn,n>=1}, conditions are provided under which the series converges almost surely as n-->[infinity] and {Xn,n>=1} obeys the strong law of large numbers almost surely. The hypotheses stipulate that two series converge, where the convergence of the first series involves the growth rates of and {bn,n>=1} and the convergence of the second series involves the growth rate of .

Date: 2008
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00067-9
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:78:y:2008:i:14:p:1999-2005

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

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 ().