On the weak laws for arrays of random variables (Q2483867): Difference between revisions
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Revision as of 23:23, 19 March 2024
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English | On the weak laws for arrays of random variables |
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On the weak laws for arrays of random variables (English)
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1 August 2005
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The authors prove the convergence in probability of sequences of the form \(\sum^{v_n}_{i= u_n} (X_{ni}- c_{ni})/b_n\), where \(\{u_n, n\geq 1\}\) and \(\{v_n, n\geq 1\}\) are sequences of integers, \(\{X_{ni}, u_n\leq i\leq v_n, n\geq 1\}\) are not necessarily independent random variables, \(\{c_{ni}, u_n\leq i\leq v_n, n\geq 1\}\) are constants or conditional expectations, and \(\{b_n, n\geq 1\}\) are constants growing unboundedly as \(n\to\infty\). Cesàro-type conditions are supposed that ensure the desired weak laws of large numbers without assumming explicit moment conditions on the random variables \(X_{ni}\).
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convergence in probability
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weighted sums of random variable
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martingale difference sequence
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Burkholder's inequality
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