We prove almost sure limit theorems for weighted sums of i.i.d. random variables with weights having a very short span, so that rather strong moment conditions are needed. This complements results due to Li et al. and the first author.
Publié le : 2000-02-14
Classification:
law of the iterated logarithm,
speed of convergence,
strong laws of large numbers,
weighted means of i.i.d. random variables
@article{1082665379,
author = {Lanzinger, Hartmut and Stadtm\"uller, Ulrich},
title = {Weighted sums for i.i.d. random variables with relatively thin tails},
journal = {Bernoulli},
volume = {6},
number = {6},
year = {2000},
pages = { 45-61},
language = {en},
url = {http://dml.mathdoc.fr/item/1082665379}
}
Lanzinger, Hartmut; Stadtmüller, Ulrich. Weighted sums for i.i.d. random variables with relatively thin tails. Bernoulli, Tome 6 (2000) no. 6, pp. 45-61. http://gdmltest.u-ga.fr/item/1082665379/