On the limiting behavior of randomly weighted partial sums

We study the almost sure limiting behavior and convergence in probability of weighted partial sums of the form where {Wnj, 1[less-than-or-equals, slant]j[less-than-or-equals, slant]n, n[less-than-or-equals, slant]1} and {Xnj, 1[less-than-or-equals, slant]j[less-than-or-equals, slant]n, n[greater-or-equal, slanted]1} are triangular arrays of random variables. The results obtain irrespective of the joint distributions of the random variables within each array. Applications concerning the Efron bootstrap and queueing theory are discussed.

[1]  N. Etemadi An elementary proof of the strong law of large numbers , 1981 .

[2]  Henry Teicher,et al.  Almost certain convergence in double arrays , 1985 .

[3]  Soo Hak Sung,et al.  Almost sure convergence theorems of weighted sums of random variables , 1987 .

[4]  A. Rosalsky On the almost certain limiting behavior of normed sums of identically distributed positive random variables , 1993 .

[5]  A. Rosalsky,et al.  Some general strong laws for weighted sums of stochastically dominated random variables , 1987 .

[6]  K. Yu ON THE UNIFORM INTEGRABILITY AND ALMOST SURE CONVERGENCE OF WEIGHTED SUMS , 1990 .

[7]  Jack Cuzick,et al.  A strong law for weighted sums of i.i.d. random variables , 1995 .

[8]  A. Rosalsky,et al.  A weak law for normed weighted sums of random elements in Rademacher type p Banach spaces , 1991 .

[9]  Y. S. Chow Some Convergence Theorems for Independent Random Variables , 1966 .

[10]  R. Wittmann A Limit Theorem for Double Arrays , 1987 .

[11]  Carlos Matrán,et al.  On the unconditional strong law of large numbers for the bootstrap mean , 1996 .

[12]  A. I. Volodin,et al.  Weak Laws with Random Indices for Arrays of Random Elements in Rademacher Type p Banach Spaces , 1997 .

[13]  On the Almost Sure Convergence of Randomly Weighted Sums of Random Elements , 1983 .

[14]  W. J. Padgett,et al.  Strong laws of large numbers for normed linear spaces , 1973 .

[15]  On the strong law of large numbers for normed weighted sums of I.I.D. random variables , 1987 .

[16]  Andrew Rosalsky,et al.  On the weak law of large numbers for normed weighted sums of I.I.D. random variables , 1991 .

[17]  Convergence of weighted sums of tight random elements , 1978 .

[18]  William F. Stout Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences , 1968 .

[19]  V. K. Rohatgi Convergence of weighted sums of independent random variables , 1971 .

[20]  Tze Leung Lai,et al.  Limiting Behavior of Weighted Sums of Independent Random Variables , 1973 .

[21]  R. Thrum A remark on almost sure convergence of weighted sums , 1987 .

[22]  Steven Orey,et al.  Convergence of weighted averages of independent random variables , 1965 .

[23]  D. L. Hanson,et al.  On the Convergence Rate of the Law of Large Numbers for Linear Combinations of Independent Random Variables , 1965 .

[24]  J. A. Cuesta-Albertos,et al.  Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap , 1996 .

[25]  Stochastic convergence of randomly weighted sums of random elements , 1984 .

[26]  A remark on the strong law of large numbers for sums of pairwise independent random variables , 1995 .