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This paper develops Rio’s method [11] 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.
Thành, Lê Vǎn 1
@article{CRMATH_2023__361_G3_577_0, author = {Th\`anh, L\^e Vǎn}, title = {On weak laws of large numbers for maximal partial sums of pairwise independent random variables}, journal = {Comptes Rendus. Math\'ematique}, pages = {577--585}, publisher = {Acad\'emie des sciences, Paris}, volume = {361}, number = {G3}, year = {2023}, doi = {10.5802/crmath.387}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.5802/crmath.387/} }
TY - JOUR AU - Thành, Lê Vǎn TI - On weak laws of large numbers for maximal partial sums of pairwise independent random variables JO - Comptes Rendus. Mathématique PY - 2023 SP - 577 EP - 585 VL - 361 IS - G3 PB - Académie des sciences, Paris UR - http://geodesic.mathdoc.fr/articles/10.5802/crmath.387/ DO - 10.5802/crmath.387 LA - en ID - CRMATH_2023__361_G3_577_0 ER -
%0 Journal Article %A Thành, Lê Vǎn %T On weak laws of large numbers for maximal partial sums of pairwise independent random variables %J Comptes Rendus. Mathématique %D 2023 %P 577-585 %V 361 %N G3 %I Académie des sciences, Paris %U http://geodesic.mathdoc.fr/articles/10.5802/crmath.387/ %R 10.5802/crmath.387 %G en %F CRMATH_2023__361_G3_577_0
Thành, Lê Vǎn. On weak laws of large numbers for maximal partial sums of pairwise independent random variables. Comptes Rendus. Mathématique, Tome 361 (2023) no. G3, pp. 577-585. doi: 10.5802/crmath.387
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