Bulletin of the
Korean Mathematical Society
BKMS

ISSN(Print) 1015-8634 ISSN(Online) 2234-3016

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Bull. Korean Math. Soc. 1996; 33(3): 419-425

Printed September 1, 1996

Copyright © The Korean Mathematical Society.

Almost sure convergence for weighted sums of I.I.D. random variables (II)

Soo Hak Sung

Pai Chai University

Abstract

This paper is concerned with the almost sure convergence for weighted sums $\sum_{i=1}^na_{ni}X_i$ of i.i.d. random variables with mean zero and finite second moment. It is shown that $\limsup_{n\to \infty}\sum_{i=1}^na_{ni}X_i\le 1$ a.s. when $EX_1^2=1$ and $\max_{1\le i\le n}|a_{ni}|\le 1/\sqrt{2n\log n}.$

Keywords: almost sure convergence, weighted sums, triangular arrays

MSC numbers: 60F15