On the limiting behavior of randomly weighted partial sums
We study the almost sure limiting behavior and convergence in probability of weighted partial sums of the form where {Wnj, 1[less-than-or-equals, slant]j[less-than-or-equals, slant]n, n[less-than-or-equals, slant]1} and {Xnj, 1[less-than-or-equals, slant]j[less-than-or-equals, slant]n, n[greater-or-equal, slanted]1} are triangular arrays of random variables. The results obtain irrespective of the joint distributions of the random variables within each array. Applications concerning the Efron bootstrap and queueing theory are discussed.
Year of publication: |
1998
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Authors: | Rosalsky, Andrew ; Sreehari, M. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 40.1998, 4, p. 403-410
|
Publisher: |
Elsevier |
Keywords: | Triangular array of random variables Randomly weighted partial sums Almost sure limiting behavior Strong law of large numbers Convergence in probability Weak law of large numbers Bootstrap mean Irrespective of the joint distributions |
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