Abstract
We prove almost sure limit theorems for weighted sums of i.i.d. random variables with weights having a very short span, so that rather strong moment conditions are needed. This complements results due to Li et al. and the first author.
Citation
Hartmut Lanzinger. Ulrich Stadtmüller. "Weighted sums for i.i.d. random variables with relatively thin tails." Bernoulli 6 (1) 45 - 61, Feb 2000.
Information