One-sided limit theorems for sums of multidimensional indexed random variables |
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Authors: | André Adler |
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Affiliation: | (1) Illinois Institute of Technology, 60616 Chicago, Illinois |
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Abstract: | Let {X,Xn,n Z+d} be a sequence of independent and identically distributed random variables and {an,n Z+d} be a sequence of constants. We examine the almost sure limiting behavior of weighted partial sums of the form |n| NanXn. Suppose further that eitherEX=0 orE|X|= . In most situations these normalized partial sums fail to have a limit, no matter which normalizing sequence we choose. Thus, the investigation lends itself to the study of the limit inferior and limit superior of these sequences. On the way to proving results of this type we first establish several weak laws. These weak laws prove to be of great value in establishing generalized laws of the iterated logarithm. |
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Keywords: | Almost sure convergence multidimensional indices strong law of large numbers weak law of large numbers generalized one-sided laws of the iterated logarithm slow variation |
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