<p>This paper studies convergence of tail probabilities for the maximum of partial sums of pairwise independent, identically distributed random variables. The main result unifies and significantly improves several results of Spătaru (Probab Theory Relat Fields 136:1–18, 2006). The case of Banach space-valued random variables is also considered.</p>

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Convergence of Tail Probabilities for the Maximum of Partial Sums of Pairwise Independent Random Variables

  • Lê Vǎn Thành

摘要

This paper studies convergence of tail probabilities for the maximum of partial sums of pairwise independent, identically distributed random variables. The main result unifies and significantly improves several results of Spătaru (Probab Theory Relat Fields 136:1–18, 2006). The case of Banach space-valued random variables is also considered.