On the Lp convergence of sums of independent random variables

DOI10.1017/S0305004100054104MaRDI QIDQ4148574zbMATH OpenFDO

Authors Peter Hall

Publication date 1977

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0305004100054104

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites work

• A Generalization of the Lindeberg-Feller Theorem
• A Note on Convergence of Moments
• An $L^p$-Convergence Theorem
• Characteristic Functions, Moments, and the Central Limit Theorem
• Distribution function inequalities for martingales
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• Martingale Central Limit Theorems
• Moments of a Stopping Rule Related to the Central Limit Theorem
• On Convergence in r-Mean of Normalized Partial Sums
• On the $L_p$-Convergence for $n^{-1/p} S_n, 0 < p < 2^1$

Cited in

(10)

• The weak law of large numbers for arrays
• On the weak law of large numbers for arrays
• A short proof of the Marchenko-Pastur theorem
• LLN for quadratic forms of long memory time series and its applications in random matrix theory
• On the weak law of large numbers for randomly indexed partial sums for arrays
• On the limit behaviour of weighted sums of random variables
• Limiting spectral distribution for large sample covariance matrices with graph-dependent elements
• Spectra of large dimensional random Gram matrices under partial dependence
• On the asymptotics of the spectrum of random matrices with independent entries
• Marchenko-Pastur law for random matrices with independent entries: necessary and sufficient conditions

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