Báo cáo toán học: "On the Almost Sure Convergence of Weighted Sums of I.I.D. Random Variables"

Chúng tôi khái quát một số định lý của Châu Tinh Trì, Lai [2] β chung khoản tiền trọng của IID biến ngẫu nhiên. Một đặc điểm của thời điểm điều kiện như Eeα | Vietnam Journal of Mathematics 33. V Í e It ini ai m J o mt r im ai I of MATHEMATICS VAST 2005 On the Almost Sure Convergence of Weighted Sums of . Random Variables Dao Quang Tuyen Institute of Mathematics 18 Hoang Quoc Viet Road 10307 Hanoi Vietnam Abstract. . I 1 . . 1. Introduction Let 1 2 be independent identically distributed random variables with zero means. Let . 1 any array of real numbers and . be any sequence of positive integers such that . . The problem is to find best conditions for almost sure convergence to zero of i S . . 1 Some convergence theorems for . have been obtained by Chow 1 Chow and Lai 2 Hanson and Koopman 4 Pruitt 5 and Stout 6 . In 2 Chow and Lai have proved strong theorems for the case . . where 0 and . satisfies some summable conditions like limsup . n. or limsup . .In this paper we generalize some of these results to more general . . In addition we give a characterization of general moment condition like 1 by almost sure convergence to zero of . a. f . For example one such known result 2 Theorem 1 states that 1i for any 1 if and only if . 0 . Dao Quang Tuyen 2. Results We shall use the following definition. An array . is said to converge to a sequence . almost uniformly as k if for every 0 there exists such that . - . for all and all k except at most k for each . It is obvious that if . . almost uniformly then . . for all . Note that for arrays uniform convergence implies almost uniform convergence. But the converse is not true. The array in the proof of Corollary 2 is an example. Theorem 1. Let 1 2 be . mean 0 random variables. Then 11 for all 0 if and only if . 1 . . 0 . for every array of real numbers . satisfying a A . 2 for all 1 . b 0 almost uniformly - c TA for some 0. 1 Thịs theorem improves Theorem 2 in 2 which deals with . . - log where 1 k. . This array clearly satisfies a b and c of Theorem 1. Theorem 2. Let . be any sequence of . mean 0 random variables . be any array of real numbers and . be .

Không thể tạo bản xem trước, hãy bấm tải xuống
TÀI LIỆU MỚI ĐĂNG
Đã phát hiện trình chặn quảng cáo AdBlock
Trang web này phụ thuộc vào doanh thu từ số lần hiển thị quảng cáo để tồn tại. Vui lòng tắt trình chặn quảng cáo của bạn hoặc tạm dừng tính năng chặn quảng cáo cho trang web này.