An $L^p$-Convergence Theorem
From MaRDI portal
Publication:5568854
DOI10.1214/aoms/1177697609zbMath0176.48101OpenAlexW2069338703MaRDI QIDQ5568854
Publication date: 1969
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697609
Related Items
Rate of convergence to normality for U-statistics with kernel of arbitrary degree, On stable laws for estimating functions and derived estimators, On the weak law of large numbers for arrays, From Conditional Independence to Conditionally Negative Association: Some Preliminary Results, Asymptotic theory of U-statistics, A conditional setting for some theorems associated with the strong law, Marcinkiewicz-type law of large numbers for fuzzy random variables, Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes, On the weak law of large numbers for randomly indexed partial sums for arrays, Convergence rate of Peng's law of large numbers under sublinear expectations, Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications, General criteria for the study of quasi-stationarity, On a.s. and r-mean convergence of random processes with an application to first passage times, The weak law of large numbers for arrays, The von Bahr-Esseen moment inequality for pairwise independent random variables and applications, The strong law of large numbers for random processes, On the Lp convergence of sums of independent random variables, On \(L^p\)-convergence of \(U\)-statistics, Convergence in r-mean of normalized partial sums in a separable Banach space, On convergence rates in the Marcinkiewicz-Zygmund strong law of large numbers, The Marcinkiewics-Zygmund strong law of large numbers for dependent random variables, The Marcinkiewicz-Zygmund law of large numbers on the group of Euclidean motions and the diamond group, A general strong law, On moment conditions for normed sums of independent variables and martingale differences, \(L_p\)-version of the Dubins-Savage inequality and some exponential inequalities, Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance, Functional convergence for moving averages with heavy tails and random coefficients, On convergence of LAD estimates in autoregression with infinite variance, A principle of subsequences in probability theory: The central limit theorem, Limit theorems for sums determined by branching and other exponentially growing processes