Conditioning, weak limits and their distributions

DOI10.1023/A:1011355018293MaRDI QIDQ1600586zbMATH OpenFDO

Authors Ryszard Jajte, Adam Paszkiewicz

Publication date 16 June 2002

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1011355018293

zbMATH Keywords

almost sure limitsconditioningsubordinationweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Asymptotic distribution theory in statistics (62E20)

Review text

The fixed distribution \(p\) on \(\mathbb{R}\) with a finite first moment is considered. The classes of distributions related to \(p\) and defined by the subordination or by such notions as conditioning, weak limits and amost sure limits of arithmetic means are equal. The weak convergence in \(L_1\) of a sequence of random variables to a certain limit, together with the weak convergence of distributions implies a stochastic convergence. The weak convergence in \(L_1\) appears if other types of a convergence cannot be expected. The main ideas of formerly published results are explained for distributions \(p\) concentrated on \(\pm 1\) with values \(1/2\). Some unsolved problems are given.

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Cited in

(2)

• Stochastic Monotonicity and Conditioning in the Limit
• On conditional weak convergence

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