Rates of Convergence for Weighted Sums of Random Variables
Wright, F. T.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1687-1691 / Harvested from Project Euclid
For $N = 1,2,\cdots$ let $S_N = \sum_k a_{N,k}X_k$ where $a_{N,k}$ is a real number for $N,k = 1,2, \cdots$ and $\{Xk\}$ is a sequence of not necessarily independent random variables. For the case $0 < t < 1$, with assumptions closely related to $E|X_k|^t < \infty$ it is shown that the rate of convergence of $P(|S_N| > \varepsilon)$ to zero is related to $\sum_k |a_{N,k}|^t$. The theorems presented here extend some of the results in the literature to not necessarily independent sequences $\{X_k\}$.
Publié le : 1972-10-14
Classification: 
@article{1177692403,
     author = {Wright, F. T.},
     title = {Rates of Convergence for Weighted Sums of Random Variables},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1687-1691},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692403}
}
Wright, F. T. Rates of Convergence for Weighted Sums of Random Variables. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1687-1691. http://gdmltest.u-ga.fr/item/1177692403/