This paper is concerned with the determination of tight lower and upper bounds on the expectation of a convex function of a random variable. The classic bounds are those of Jensen and ...
Baum-Katz Laws for Certain Weighted Sums of Independent and Identically Distributed Random Variables
We consider weighted sums ∑kpnkXk of independent and identically distributed random variables (Xn) and compare the tail probabilities of these sums with the moment conditions on X1, that is, we prove ...
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