On weak laws of large numbers for maximal partial sums of pairwise independent random variables
Authors: Lê Văn Thành
Comptes Rendus Mathématique
: 51 : 577-585
Publishing year: 5/2023
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.
Weak law of large numbers, Maximal partial sum; Pairwise independence