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On the asymptotic behavior of sums of pairwise independent random variables

Author

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  • Cuesta, Juan Antonio
  • Matrán, Carlos

Abstract

The work is devoted to analyzing, from the asymptotic point of view, some examples of sequences of pairwise independent identically distributed random variables. Special attention is paid to the case of stationary sequences by the consideration of different situations that can arise in connection with the most relevant asymptotic results in probability and statistics: zero-one law of Kolmogorov, strong law of large numbers, central limit theorem, law of iterated logarithm and exponential bounds.

Suggested Citation

  • Cuesta, Juan Antonio & Matrán, Carlos, 1991. "On the asymptotic behavior of sums of pairwise independent random variables," Statistics & Probability Letters, Elsevier, vol. 11(3), pages 201-210, March.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:3:p:201-210
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    Cited by:

    1. Nieto-Reyes, Alicia & Cuesta-Albertos, Juan Antonio & Gamboa, Fabrice, 2014. "A random-projection based test of Gaussianity for stationary processes," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 124-141.

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