کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1150673 957971 2007 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the limiting behavior of tail series
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
On the limiting behavior of tail series
چکیده انگلیسی
The rate of convergence for an almost certainly convergent series Sn=∑j=1nXj of random variables is studied in this paper. More specifically, when Sn converges almost certainly to a random variable S, the tail series Tn≡S-Sn-1=∑j=n∞Xj is a well-defined sequence of random variables with Tn→0 almost certainly. Let {bn,n⩾1} be a sequence of positive constants. The main result provides for independent {Xn,n⩾1} conditions for each of the one-sided implicationslimsupn→∞Xnbn=∞almost certainly⇒limsupn→∞Tnbn=∞almost certainlyandliminfn→∞Xnbn=-∞almost certainly⇒liminfn→∞Tnbn=-∞almost certainlyto hold. Furthermore, a tail series strong law of large numbers (SLLN) Tn/bn→0 almost certainly is proved without assuming the {Xn,n⩾1} are independent where bn→0 very rapidly. Illustrative examples are provided concerning various aspects of the results, the last of which shows that they are sharp.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 3, 1 March 2007, Pages 935-944
نویسندگان
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