On the weak laws for arrays of random variables
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Publication:2483867
DOI10.1016/j.spl.2004.12.019zbMath1087.60023OpenAlexW2127119432MaRDI QIDQ2483867
Tien-Chung Hu, Soo Hak Sung, Andrei I. Volodin
Publication date: 1 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2004.12.019
convergence in probabilitymartingale difference sequenceBurkholder's inequalityweighted sums of random variable
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (5)
The strong convergence properties of weighted sums for a class of dependent random variables ⋮ Mean convergence theorems and weak laws of large numbers for weighted sums of dependent random variables ⋮ WLLN for arrays of nonnegative random variables ⋮ Mean convergence theorems for weighted sums of random variables under a condition of weighted integrability ⋮ Weak laws of large numbers for arrays of dependent random variables
Cites Work
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- Weak law of large numbers for arrays
- The weak law of large numbers for arrays
- On the weak law of large numbers for arrays
- A mean convergence theorem and weak law for arrays of random elements in martingale type \(p\) Banach spaces
- On the weak law for randomly indexed partial sums for arrays of random elements in martingale type \(p\) Banach spaces
- Martingale Transforms
- Convergence of weighted averages of independent random variables
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