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Vietnam Journal of Mathematics 33:1 (2005) 33-41

On the Almost Sure Convergence of Weighted Sums of I.I.D. Random Variables

Dao Quang Tuyen

Abstract. We generalize some theorems of Chow and Lai [2] to general weighted sums of i.i.d. random variables. Acharacterization of moment conditions like Ee^{α|X|^β}|X|^γ <∞ or E|X|^α(log⁺|X|)^β < ∞ is also given.

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