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A note on moments of the maximum of Cesàro summation

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  • Li, Deli
  • Huang, Mei Ling

Abstract

Let {Xn; n [greater-or-equal, slanted] 1} be a sequence of independent real-valued random variables and {an,k; k [greater-or-equal, slanted] 1, n [greater-or-equal, slanted] 1} an infinite matrix of real numbers with supn an, k 0. This result is used to establish some results on moments of the maximum of normed weighted averages, in particular, the maximum of Cesàro summation.

Suggested Citation

  • Li, Deli & Huang, Mei Ling, 1998. "A note on moments of the maximum of Cesàro summation," Statistics & Probability Letters, Elsevier, vol. 38(1), pages 73-81, May.
    • Handle: RePEc:eee:stapro:v:38:y:1998:i:1:p:73-81
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    References listed on IDEAS

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    1. Choi, Bong Dae & Sung, Soo Hak, 1987. "On the integrability of sup Sn/n1/r for 1," Statistics & Probability Letters, Elsevier, vol. 5(4), pages 267-272, June.
    2. Choi, Bong Dae & Sung, Soo Hak, 1987. "On moment conditions for the supremum of normed sums," Stochastic Processes and their Applications, Elsevier, vol. 26, pages 99-106.
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    Cited by:

    1. Chen, Pingyan & Gan, Shixin, 2008. "On moments of the maximum of normed partial sums of [rho] -mixing random variables," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1215-1221, August.
    2. Chen, Pingyan & Chen, Ran, 2010. "A remark on LSL for weighted sums of i.i.d random elements," Statistics & Probability Letters, Elsevier, vol. 80(17-18), pages 1329-1334, September.

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    1. Chen, Pingyan & Gan, Shixin, 2008. "On moments of the maximum of normed partial sums of [rho] -mixing random variables," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1215-1221, August.

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