Conditional convergence for randomly weighted sums of random variables based on conditional residual h-integrability

DOI10.1186/1029-242X-2013-122MaRDI QIDQ2636686zbMATH OpenOpenAlexWikidataFDO

Authors Aiting Shen, Yan Chen, Yu Zhou, Ranchao Wu

Publication date 31 January 2014

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/1029-242x-2013-122

zbMATH Keywords

uniform integrabilityrandomly weighted sumsconditional almost sure convergenceconditional mean convergenceconditionally residually integrableconditionally strongly residually integrable

Mathematics Subject Classification ID

Strong limit theorems (60F15) (L^p)-limit theorems (60F25)

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Cited in

(11)

• The moment of maximum normed randomly weighted sums of martingale differences
• Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of \(R\)-\(h\)-integrability and its applications
• Moment Inequalities for $m$-NOD Random Variables and Their Applications
• Complete moment convergence for randomly weighted sums of END sequences and its applications
• Conditional mean convergence theorems of conditionally dependent random variables under conditions of integrability
• Convergence for weighted sums of dependent random variables under residual \(h\)-integrability assumption
• Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
• Complete convergence of randomly weighted END sequences and its application
• Mean convergence theorems for weighted sums of arrays of residually \(h\)-integrable random variables concerning the weights under dependence assumptions
• Complete moment convergence of double-indexed randomly weighted sums of mixing sequences
• Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications

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