Almost sure convergence for weighted sums of extended negatively dependent random variables (Q343210)
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scientific article; zbMATH DE number 6656650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure convergence for weighted sums of extended negatively dependent random variables |
scientific article; zbMATH DE number 6656650 |
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Almost sure convergence for weighted sums of extended negatively dependent random variables (English)
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25 November 2016
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Let \(\{a_{n,k}, 1\leq k \leq n,\, n\geq 1 \}\) be a triangular array of real numbers, and let \(\{X_n, n \geq 1 \}\) be a sequence of random variables. Under suitable conditions on the sequence \(\{X_n, n\geq 1 \}\), the author shows that \(\sum_{k=1}^{n} a_{n,k} (X_k-\operatorname{E}X_k) \buildrel{a.s.}\over\longrightarrow 0\). The underlying conditions are that the sequence \(\{X_n,n \geq 1\}\) under consideration is extended negatively dependent and either (i) stochastically dominated by a random variable \(X\) such that \(\operatorname{E}| X| ^p < \infty \) for some \(1<p<2\) or (ii) the sequence \(\{X_n, n \geq 1\}\) is identically distributed such that \(\operatorname{E}| X_1| <\infty \).
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weighted sum
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extended negatively dependent random variable
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strong law of large numbers
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0.9776251
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0.9766767
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0.96768576
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0.9666702
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0.96636754
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0.9655599
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0.9654324
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