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On weak laws of large numbers for maximal partial sums of pairwise independent random variables

Authors :
Thành, Lê Vǎn
Source :
Comptes Rendus. Mathématique, Vol 361, Iss G3, Pp 577-585 (2023)
Publication Year :
2023
Publisher :
Académie des sciences, 2023.

Abstract

This paper develops Rio’s method [11] to prove the weak law of large numbers for maximal partial sums of pairwise independent random variables. The method allows us to avoid using the Kolmogorov maximal inequality. As an application, a weak law of large numbers for maximal partial sums of pairwise independent random variables under a uniform integrability condition is also established. The sharpness of the result is illustrated by an example.

Subjects

Subjects :
Mathematics
QA1-939

Details

Language :
English, French
ISSN :
17783569
Volume :
361
Issue :
G3
Database :
Directory of Open Access Journals
Journal :
Comptes Rendus. Mathématique
Publication Type :
Academic Journal
Accession number :
edsdoj.fb29a6e06e994c0db8f1a35f45ef3b0b
Document Type :
article
Full Text :
https://doi.org/10.5802/crmath.387