On the weak laws for arrays of random variables

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

zbMATH Keywords

convergence in probabilitymartingale difference sequenceBurkholder's inequalityweighted sums of random variable

Mathematics Subject Classification ID

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

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

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• Convergence of weighted averages of independent random variables