Almost sure Cesàro and Euler summability of sequences of dependent random variables |
| |
Authors: | H. Walk |
| |
Affiliation: | 1.Institut für Stochastik und Anwendungen,Universit?t Stuttgart,Stuttgart,Germany |
| |
Abstract: | For a sequence of real random variables C α-summability is shown under conditions on the variances of weighted sums, comprehending and sharpening strong laws of large numbers (SLLN) of Rademacher-Menchoff and Cramér-Leadbetter, respectively. Further an analogue of Kolmogorov’s criterion for the SLNN is established for E α-summability under moment and multiplicativity conditions of 4th order, which allows one to weaken Chow’s independence assumption for identically distributed square integrable random variables. The simple tool is a composition of Cesàro-type and of Euler summability methods, respectively. Received: 12 June 2006, Revised: 14 May 2007 |
| |
Keywords: | Primary 60F15 Secondary 40G05 |
本文献已被 SpringerLink 等数据库收录! |
|