论文标题

关于大量的弱定律,用于成对独立随机变量的最大部分总和

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

论文作者

Thành, Lê Vǎn

论文摘要

本文开发了里约的方法[C. R. Acad。科学。巴黎塞尔。 I Math。,1995]证明了成对独立随机变量最大部分总和的大量弱定律。该方法允许我们避免使用Kolmogorov最大不等式。作为一种应用,还建立了在统一的可集成性条件下成对独立随机变量最大部分总和的弱定律。示例说明了结果的清晰度。

This paper develops Rio's method [C. R. Acad. Sci. Paris Sér. I Math., 1995] 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.

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