Limiting Behavior of Weighted Sums of Independent Random Variables
Work
Year: 1973
Type: article
Abstract: In this paper, we study weighted sums $\sum^n_{i=1} c_{n-i} X_i$ of i.i.d. zero-mean random variables $X_1, X_2, \cdots$, under the condition that the sequence $(c_n)$ is square summable. It is proved... more
Source: The Annals of Probability
Authors Y. S. Chow, Tze Leung Lai
Cites:
Cited by: 111
Related to: 10
FWCI: 3.108
Citation percentile (by year/subfield): 95.88
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze