Stability of sums of weighted nonnegative random variables
A stability result for sums of weighted nonnegative random variables is established and then it is utilized to obtain, among other things, a slight generalization of the Borel-Cantelli lemma and to show that the work of Jamison, Orey, and Pruitt (Z. Wahrsch. Verw. Gebiete 4 (1965), 40-44) on almost sure convergence of weighted averages of independent random variables remains valid if the assumption of independence on the random variables is replaced by pairwise independence.
Year of publication: |
1983
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Authors: | Etemadi, N. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 13.1983, 2, p. 361-365
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Publisher: |
Elsevier |
Subject: | Sure convergence stability of sums |
Saved in:
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