Convergence of weighted sums of random variables and uniform integrability concerning the weights (Q1344894): Difference between revisions

Let \(\{a_{nk}\}\), \(n, k \in N\), be an array of real constants, and let \(\{X_ n\}\) be a sequence of random variables. The concept of \(\{a_{nk}\}\)-uniform integrability of \(\{X_ n\}\) is defined and two characterizations of this concept are established. Limit theorems for weighted sums \(\sum_ k a_{nk} (X_ k - EX_ k)\) are obtained when the sequence \(\{X_ n\}\) is \(\{a_{nk}\}\)-uniformly integrable.