A note on weighted sums of associated random variables (Q397006)
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scientific article; zbMATH DE number 6330497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on weighted sums of associated random variables |
scientific article; zbMATH DE number 6330497 |
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A note on weighted sums of associated random variables (English)
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14 August 2014
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The authors improve the moment condition required in the proof of the Marcinkiewicz-Zygmund strong law of large numbers for weighted associated random variables; in exchange, they need to assume a convenient behaviour on the truncated covariances and/or joint tail probabilities therein.
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weighted sum
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associated random variable
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almost sure convergence
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Marcinkiewicz-Zygmund strong law of large numbers
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