A remark on the law of the logarithm for weighted sums of random variables with multidimensional indices

In this work, a sharp upper bound on the law of the logarithm for the weighted sums of random variables with multidimensional indices is obtained. The main result improves the result in [Li, Rao and Wang, 1995. On strong law of large numbers and the law of the logarithm for weighted sums of independent random variables with multidimensional indices. J. Multivariate Anal. 52, 181–198], partly.

MoreLess

Year of publication:	2011
Authors:	Chen, Pingyan ; Hao, Chunyan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 12, p. 1808-1812
Publisher:	Elsevier
Subject:	Law of the logarithm \| Weighted sum

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010576154