De la Vallée Poussin's theorem, uniform integrability, tightness and moments
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Publication:900936
DOI10.1016/j.spl.2015.08.011zbMath1356.60011OpenAlexW1186148100MaRDI QIDQ900936
Publication date: 23 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.08.011
momentsuniform integrabilitytightnessCesàro uniform integrabilityuniform integrability in the Cabrera sense
Central limit and other weak theorems (60F05) Probabilistic measure theory (60A10) (L^p)-limit theorems (60F25)
Related Items (6)
On uniform nonintegrability for a sequence of random variables ⋮ Uniform nonintegrability of random variables ⋮ A note on stochastic dominance, uniform integrability and lattice properties ⋮ A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers ⋮ The de la Vallée-Poussin theorem and Orlicz spaces associated to a vector measure ⋮ Submodular mean field games: existence and approximation of solutions
Cites Work
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- Probability theory. A comprehensive course.
- Every random variable satisfies a certain nontrivial integrability condition
- On the Strong Law of Large Numbers and the Law of the Iterated Logarithm for Sequences of Independent Random Variables
- Measure and integration theory. Transl. from the German by Robert B. Burckel
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