Abstract
The almost certain (probability one) behavior of row sums of double arrays of rowwise independent random variables Xn, i is investigated primarily when the Xn, i assume only the values zero and one. If knpn, the expected number of successes, grows more rapidly than C log n, then converges almost certainly to one. However, when the expected number of successes grows less rapidly than C log n, it no longer determines the asymptotic behavior of and the outcome depends upon additional stochastic assumptions. Two alternative sets of stochastic constraints are imposed and the behavior of under each is analyzed and contrasted. Finally, the case of exponential random variables is considered briefly.
Research supported by the National Science Foundation under Grant NSF-MCS-8005481.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Anderson, T. W. and Samuels, S. M. Some inequalities among Binomial and Poisson probabilities. Proc. Fifth Berkeley Symposium. Univ. of California Press, Vol. 1, 1–12.
Baxter, G., An analogue of the Law of the Iterated Logarithm. Proc. Amer. Math. Soc. 6 (1955), 177–181.
Chow, Y. S. and Teicher, H., Probability Theory: Independence, Interchange-ability, Martingales. Springer-Verlag, New York 1978.
Cramér, H., Su un teorema relativo alla legge uniforme dei grandi numeri. Giornale dell’ Istituto Italiano degli Attuari 5, #1 (1934), 1–13.
Hoeffding, W., On the distribution of the number of successes in independent trials. Ann. Math. Stat. 27 (1963), 713–721.
Rosalsky, A. and Teicher, H., A limit theorem for double arrays. Ann. Prob. 9 (1981).
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1981 Springer-Verlag
About this paper
Cite this paper
Teicher, H. (1981). Almost certain behavior of row sums of double arrays. In: Dugué, D., Lukacs, E., Rohatgi, V.K. (eds) Analytical Methods in Probability Theory. Lecture Notes in Mathematics, vol 861. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0097322
Download citation
DOI: https://doi.org/10.1007/BFb0097322
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-10823-8
Online ISBN: 978-3-540-36785-7
eBook Packages: Springer Book Archive