Limiting behavior of weighted sums of i.i.d. random variables
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.
Year of publication: |
2007
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Authors: | Pingyan, Chen ; Shixin, Gan |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 16, p. 1589-1599
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Publisher: |
Elsevier |
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 |
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