Convergence of weighted sums of independent random variables
Convergence of weighted sums of independent random variables
复制标题
独立随机变量加权和的收敛
DOI:
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发表时间:
1971
影响因子:
0.8
通讯作者:
V. Rohatgi
中科院分区:
文献类型:
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作者:
V. Rohatgi
1. Introduction. Let {Xk: k ≥ 1} be a sequence of independent, but not necessarily identically distributed, random variables. Suppose that the random variables Xn are uniformly bounded by a random variable X in the sense that (1) P(|Xn| ≥x) ≤ P(|X| ≥ x)for all x > 0. Write qn(x) = P(|Xn| ≥ x) and q(x) = P(|X| ≥ x).