JOURNAL ARTICLE

Baum--Katz laws for certain weighted sums of independent and identically distributed random variables

Hartmut LanzingerUlrich Stadtmüller

Year: 2003 Journal:   Bernoulli Vol: 9 (6)   Publisher: Chapman and Hall London

Abstract

We consider weighted sums $\\sum_k p_{nk}\\, X_k$ of independent and identically\ndistributed random variables $(X_n)$ and compare the tail probabilities of these sums with\nthe moment conditions on $X_1$, that is, we prove various results of Baum--Katz type. Some\nspecial examples of weights $p_{nk}$ originating from summability are discussed.

Keywords:
Mathematics Independent and identically distributed random variables Random variable Moment (physics) Type (biology) Combinatorics Statistics Applied mathematics Pure mathematics Discrete mathematics

Metrics

10
Cited By
0.40
FWCI (Field Weighted Citation Impact)
20
Refs
0.63
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Statistical Distribution Estimation and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Random Matrices and Applications
Physical Sciences →  Mathematics →  Statistics and Probability

Related Documents

JOURNAL ARTICLE

Strong laws for weighted sums of independent identically distributed random variables

Idris Assani

Journal:   Duke Mathematical Journal Year: 1997 Vol: 88 (2)
JOURNAL ARTICLE

Weighted Sums of Independent Identically Distributed Random Variables

Ralf Ulbricht

Journal:   The Annals of Probability Year: 1981 Vol: 9 (4)
JOURNAL ARTICLE

Refined Baum–Katz laws for weighted sums of iid random variables

Hartmut LanzingerUlrich Stadtmüller

Journal:   Statistics & Probability Letters Year: 2004 Vol: 69 (3)Pages: 357-368
JOURNAL ARTICLE

Erdős-Rényi-Shepp laws and weighted sums of independent identically distributed random variables

Rüdiger KieselUlrich Stadtmüller

Journal:   Journal of Theoretical Probability Year: 1996 Vol: 9 (4)Pages: 961-982
JOURNAL ARTICLE

Sums of independent and freely independent identically distributed random variables

Yong JiaoFedor SukochevDmitriy Zanin

Journal:   Studia Mathematica Year: 2019 Vol: 251 (3)Pages: 289-315
© 2026 ScienceGate Book Chapters — All rights reserved.