On weak laws of large numbers for maximal partial sums of pairwise independent random variables

Autor: Thành, Lê Vǎn
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: This paper develops Rio's method [C. R. Acad. Sci. Paris S\'{e}r. I Math., 1995] 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.
Comment: 10 pages, To appear in Comptes Rendus Mathematique
Databáze: arXiv