Article ID Journal Published Year Pages File Type
473226 Computers & Mathematics with Applications 2011 11 Pages PDF
Abstract

For a positive function ϕϕ defined on (0,∞)(0,∞), an integral representation is obtained for each of the three series ∑n=1∞P(|X|>ϕ(n)),∑n=1∞ϕ(n)−1E|X|I(|X|>ϕ(n)), and ∑n=1∞ϕ2(n)−1EX2I(|X|≤ϕ(n)). Equivalence conditions for convergence of each of the series are also obtained. Using these results, we can give sufficient conditions for the strong law of large numbers for weighted sums of random variables.

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