Comptes Rendus
Probabilités
On weak laws of large numbers for maximal partial sums of pairwise independent random variables
Comptes Rendus. Mathématique, Volume 361 (2023), pp. 577-585.

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.

Reçu le :
Accepté le :
Publié le :
DOI : 10.5802/crmath.387
Classification : 60F05
Lê Vǎn Thành 1

1 Department of Mathematics, Vinh University, 182 Le Duan, Vinh, Nghe An, Vietnam
Licence : CC-BY 4.0
Droits d'auteur : Les auteurs conservent leurs droits
@article{CRMATH_2023__361_G3_577_0,
     author = {L\^e Vǎn Th\`anh},
     title = {On weak laws of large numbers for maximal partial sums of pairwise independent random variables},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {577--585},
     publisher = {Acad\'emie des sciences, Paris},
     volume = {361},
     year = {2023},
     doi = {10.5802/crmath.387},
     language = {en},
}
TY  - JOUR
AU  - Lê Vǎn Thành
TI  - On weak laws of large numbers for maximal partial sums of pairwise independent random variables
JO  - Comptes Rendus. Mathématique
PY  - 2023
SP  - 577
EP  - 585
VL  - 361
PB  - Académie des sciences, Paris
DO  - 10.5802/crmath.387
LA  - en
ID  - CRMATH_2023__361_G3_577_0
ER  - 
%0 Journal Article
%A Lê Vǎn Thành
%T On weak laws of large numbers for maximal partial sums of pairwise independent random variables
%J Comptes Rendus. Mathématique
%D 2023
%P 577-585
%V 361
%I Académie des sciences, Paris
%R 10.5802/crmath.387
%G en
%F CRMATH_2023__361_G3_577_0
Lê Vǎn Thành. On weak laws of large numbers for maximal partial sums of pairwise independent random variables. Comptes Rendus. Mathématique, Volume 361 (2023), pp. 577-585. doi : 10.5802/crmath.387. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.387/

[1] Vu Thi Ngoc Anh; Nguyen Thi Thanh Hien; Lê Vǎn Thành; Vo Thi Hong Van The Marcinkiewicz–Zygmund-type strong law of large numbers with general normalizing sequences, J. Theor. Probab., Volume 34 (2021) no. 1, pp. 331-348 | MR | Zbl

[2] Nicholas H. Bingham; Charles M. Goldie; Jef L. Teugels Regular variation, Encyclopedia of Mathematics and Its Applications, 27, Cambridge University Press, 1989

[3] Ranko Bojanic; Eugene Seneta Slowly varying functions and asymptotic relations, J. Math. Anal. Appl., Volume 34 (1971) no. 2, pp. 302-315 | DOI | MR

[4] Fakhreddine Boukhari On a weak law of large numbers with regularly varying normalizing sequences, J. Theor. Probab., Volume 35 (2022) no. 3, pp. 2068-2079 | DOI | MR | Zbl

[5] Nicolaas Govert de Bruijn Pairs of slowly oscillating functions occurring in asymptotic problems concerning the Laplace transform., Nieuw. Arch. Wisk., Volume 7 (1959) no. 3, pp. 20-26 | MR | Zbl

[6] Tapas Kumar Chandra On an extension of the weak law of large numbers of Kolmogorov and Feller, Stochastic Anal. Appl., Volume 32 (2014) no. 3, pp. 421-426 | DOI | MR | Zbl

[7] Nguyen Chi Dzung; Lê Vǎn Thành On the complete convergence for sequences of dependent random variables via stochastic domination conditions and regularly varying functions theory (2021), pp. 1-18 | arXiv

[8] Allan Gut An extension of the Kolmogorov–Feller weak law of large numbers with an application to the St. Petersburg game, J. Theor. Probab., Volume 17 (2004) no. 3, pp. 769-779 | MR | Zbl

[9] Nguyen Thi Thanh Hien; Lê Vǎn Thành On the weak laws of large numbers for sums of negatively associated random vectors in Hilbert spaces, Stat. Probab. Lett., Volume 107 (2015), pp. 236-245 | DOI | MR | Zbl

[10] Victor M. Kruglov A generalization of weak law of large numbers, Stochastic Anal. Appl., Volume 29 (2011) no. 4, pp. 674-683 | DOI | MR | Zbl

[11] Emmanuel Rio Vitesses de convergence dans la loi forte pour des suites dépendantes (Rates of convergence in the strong law for dependent sequences), C. R. Math. Acad. Sci. Paris, Volume 320 (1995) no. 4, pp. 469-474 | Zbl

[12] Andrew Rosalsky; Lê Vǎn Thành On the weak law of large numbers with random indices for randomly weighted row sums from arrays of random elements in Banach spaces, J. Probab. Stat. Sci., Volume 4 (2006) no. 2, pp. 123-135 | MR

[13] Andrew Rosalsky; Lê Vǎn Thành Weak laws of large numbers for double sums of independent random elements in Rademacher type p and stable type p Banach spaces, Nonlinear Anal., Theory Methods Appl., Volume 71 (2009) no. 12, p. e1065-e1074 | DOI | MR | Zbl

[14] Andrew Rosalsky; Lê Vǎn Thành A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers, Stat. Probab. Lett., Volume 178 (2021), p. 109181 | DOI | MR | Zbl

[15] Lê Vǎn Thành On the Baum–Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constants, C. R. Math. Acad. Sci. Paris, Volume 358 (2020) no. 11–12, pp. 1231-1238 | Numdam | MR | Zbl

[16] Lê Vǎn Thành A new concept of stochastic domination and the laws of large numbers, TEST (2022) (https://doi.org/10.1007/s11749-022-00827-w) | DOI

Cité par Sources :

Commentaires - Politique


Ces articles pourraient vous intéresser

On the Baum–Katz theorem for sequences of pairwise independent random variables with regularly varying normalizing constants

Lê Vǎn Thành

C. R. Math (2020)


On weak law of large numbers for sums of negatively superadditive dependent random variables

Habib Naderi; Przemysław Matuła; Mahdi Salehi; ...

C. R. Math (2020)