On complete convergence of triangular arrays of independent random variables
Given a triangular array a={an,k,1[less-than-or-equals, slant]k[less-than-or-equals, slant]kn,n[greater-or-equal, slanted]1} of positive reals, we study the complete convergence property of for triangular arrays of independent random variables. In the Gaussian case we obtain a simple characterization of density type. Using Skorohod representation and Gaussian randomization, we then derive sufficient criteria for the case when Xn,k are in Lp, and establish a link between the Lp-case and L2p-case in terms of densities. We finally obtain a density type condition in the case of uniformly bounded random variables.
Year of publication: |
2007
|
---|---|
Authors: | Berkes, István ; Weber, Michel |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 10, p. 952-963
|
Publisher: |
Elsevier |
Keywords: | Complete convergence Triangular arrays Independent random variables |
Saved in:
Saved in favorites
Similar items by person
-
Upper-lower class tests and frequency results along subsequences
Berkes, István, (2005)
-
Almost sure versions of the Darling-Erdös theorem
Berkes, István, (2006)
-
Radiance variation relative to the solar-inclination over a gaussian model of relief
Weber, Michel, (1992)
- More ...