Lacunary sequences and conditional independence
The following interesting structural theorem is proved: let \(\{X_n\}\) be an arbitrary (not necessarily tight) sequence of real random variables (r.v.) with tail \(\sigma\)-field \(\mathcal I\); then, after a suitable enlargement of the basic probability space, one can find a subsequence \(\{X_{n_k}\}\) and a sequence of r.v. \(\{Y_k\}\) such that the \(Y_k\)'s are conditionally independent with respect to \(\mathcal I\) and \(\sum_{k \geq 1}|X_{n_k} - Y_k|< \infty\) a.s. The point made is that the conditional distributions of the \(Y_k\)'s given \(\mathcal I\) are not necessarily identical so that the sequence \(\{Y_k\}\) above is not necessarily an exchangeable sequence; an example given illustrates the point.
- A generalization of a problem of Steinhaus
- A subsequence principle in probability theory. II: The law of theiterated logarithm
- Almost exchangeable sequences of random variables
- Exchangeable random variables and the subsequence principle
- LACUNARY SERIES AND INDEPENDENT FUNCTIONS
- Limit theorems for subsequences of arbitrarily-dependent sequences of random variables
- On a problem of Steinhaus
- On Homogeneous Measure Algebras
This page was built for publication: Lacunary sequences and conditional independence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1911356)
