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For a very general weight function, the equivalent conditions of complete convergence for weighted sums of independent but not necessary identically distributed random variables are given. The previous situation of only sufficient results except for particular weight functions is changed. These results may help deduce many known ones and bring to light richer content.
Science China Mathematics – Springer Journals
Published: Sep 1, 1998
Keywords: independent welghted sum; complete convergence; equivalence
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