Refined Baum-Katz laws for weighted sums of iid random variables
AbstractWe consider weighted sums with iid random variables (Xn) and compare the tail probabilities of these sums with the moment conditions on X1. If X1 is in the domain of attraction of a stable law then refined Baum-Katz laws generalizing results of Heyde, Gut and other authors are presented. Some special examples of weights pnk originating from summability are discussed.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 69 (2004)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Liang, Han-Ying, 2000. "Complete convergence for weighted sums of negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 48(4), pages 317-325, July.
- Liang, Han-Ying & Su, Chun, 1999. "Complete convergence for weighted sums of NA sequences," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 85-95, October.
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