On the almost sure behaviour of sums of random variables (Q1903165)
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scientific article; zbMATH DE number 820288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the almost sure behaviour of sums of random variables |
scientific article; zbMATH DE number 820288 |
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On the almost sure behaviour of sums of random variables (English)
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12 March 1996
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For \(S_n = \sum^n_{i = 1} X_i\), where \((X_i)\) is a sequence of arbitrary random variables, it is examined that \(\lim_{i \to \infty} n^{1/2} \psi (u) |S_n |= \infty\) a.s. for some positive non-decreasing functions \(\psi (x)\) under conditions on the characteristic functions of \(S_n\) without any assumption on their moments. These results are generalizations and strengthenings of some previous results, and the Lévy concentration functions are used in proving the theorems. Special attention is paid to sequences of independent nonidentically distributed random variables.
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moments condition
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characteristic functions
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concentration functions
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