A strong law of large numbers for nonnegative random variables and applications

作者：Chen, Pingyan; Sung, Soo Hak^*

来源：Statistics & Probability Letters, 2016, 118: 80-86.

DOI：10.1016/j.spl.2016.06.017

• Strong law of large numbers
• Weighted sums
• Dependent random variables

For a sequence of nonnegative random variables {X-n, n >= 1} with finite means and partial sums S-n = Sigma(n)(i=1) X-i, n >= 1, and a sequence of positive numbers {b(n), n >= 1} with b(n) up arrow infinity, sufficient conditions are given under which (S-n - ESn)/b(n) -> 0 almost surely. Our result generalizes the strong law of large numbers obtained by Korchevsky (2015). Some applications for dependent random variables are also provided.

• 出版日期2016-11
• 单位暨南大学