A Note on Strong Convergence of Sums of Dependent Random Variables

For a sequence of dependent square-integrable random variables and a sequence of positive constants {bn,  n≥1}, conditions are provided under which the series ∑i=1n(Xi−EXi)/bi converges almost surely as n→∞. These conditions are weaker than those provided by Hu et al. (2008).

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Main Authors: Tien-Chung Hu, Neville C. Weber
Format: Article
Language:English
Published: Wiley 2009-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2009/873274
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author Tien-Chung Hu
Neville C. Weber
author_facet Tien-Chung Hu
Neville C. Weber
author_sort Tien-Chung Hu
collection DOAJ
description For a sequence of dependent square-integrable random variables and a sequence of positive constants {bn,  n≥1}, conditions are provided under which the series ∑i=1n(Xi−EXi)/bi converges almost surely as n→∞. These conditions are weaker than those provided by Hu et al. (2008).
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spelling doaj-art-cfcf8974303c4eb79a8ad3175e806bd62025-08-20T02:20:06ZengWileyJournal of Probability and Statistics1687-952X1687-95382009-01-01200910.1155/2009/873274873274A Note on Strong Convergence of Sums of Dependent Random VariablesTien-Chung Hu0Neville C. Weber1Department of Mathematic, National Tsing Hua University, Hsinchu 30043, TaiwanSchool of Mathematics and Statistics F07, University of Sydney, Sydney, NSW 2006, AustraliaFor a sequence of dependent square-integrable random variables and a sequence of positive constants {bn,  n≥1}, conditions are provided under which the series ∑i=1n(Xi−EXi)/bi converges almost surely as n→∞. These conditions are weaker than those provided by Hu et al. (2008).http://dx.doi.org/10.1155/2009/873274
spellingShingle Tien-Chung Hu
Neville C. Weber
A Note on Strong Convergence of Sums of Dependent Random Variables
Journal of Probability and Statistics
title A Note on Strong Convergence of Sums of Dependent Random Variables
title_full A Note on Strong Convergence of Sums of Dependent Random Variables
title_fullStr A Note on Strong Convergence of Sums of Dependent Random Variables
title_full_unstemmed A Note on Strong Convergence of Sums of Dependent Random Variables
title_short A Note on Strong Convergence of Sums of Dependent Random Variables
title_sort note on strong convergence of sums of dependent random variables
url http://dx.doi.org/10.1155/2009/873274
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