Article
Convergence of weighted sums of random variables and uniform integrability concerning the weights
Author/s | Ordóñez Cabrera, Manuel Hilario |
Department | Universidad de Sevilla. Departamento de Análisis Matemático |
Publication Date | 1994 |
Deposit Date | 2016-11-17 |
Published in |
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Abstract | Let {ank}, n, k ∈ N be an array of real constants, and let {Xn} be a sequence
of random variables. The concept of {ank}-uniform integrability of {Xn} is
defined and two characterizations of this concept are established. ... Let {ank}, n, k ∈ N be an array of real constants, and let {Xn} be a sequence of random variables. The concept of {ank}-uniform integrability of {Xn} is defined and two characterizations of this concept are established. Limit theorems for weighted sums Σk ank(Xk − EXk) are obtained, when the sequence {Xn} is {ank}-uniformly integrable. |
Citation | Ordóñez Cabrera, M.H. (1994). Convergence of weighted sums of random variables and uniform integrability concerning the weights. Collectanea Mathematica, 45 (2), 121-132. |
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