Limiting behavior of weighted sums of i.i.d. random variables

作者：Pingyan, Chen^*; Shixin, Gan

来源：Statistics & Probability Letters, 2007, 77(16): 1589-1599.

DOI：10.1016/j.spl.2007.03.038

• strong laws of large numbers
• Chover's LIL
• laws of the single logarithm
• weighted sums of i.i.d. random variables
• Hoffmann-Jorgensen's inequality
• rates of convergence in the invariance principle

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.

• 出版日期2007-10
• 单位武汉大学; 暨南大学