Cesaro α-Integrability and laws of large numbers-II

被引:17
作者
Chandra, T. K. [1 ]
Goswami, A. [1 ]
机构
[1] Indian Stat Inst, Div Theoret Stat & Math, Kolkata 700108, W Bengal, India
关键词
Weak law of large numbers; Strong law of large numbers; uniform integrability; Cesaro uniform integrability; pairwise uncorrelated; pairwise-independent; martingale difference sequence; phi-mixing sequence; alpha-mixing sequence; AQI; AQSI;
D O I
10.1007/s10959-006-0038-x
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];
摘要
For a sequence of random variables, a new set of properties called Cesaro alpha-Integrability and Strong Cesaro alpha-Integrability was recently introduced in an earlier paper and these properties were used to prove several new laws of large numbers, namely both Strong and Weak Laws of Large Numbers for pairwise-independent random variables as well as WLLN for some dependent sequences of random variables. In this paper, a set of weaker conditions called Residual Cesaro alpha-Integrability and Strong Residual Cesaro alpha-Integrability are introduced and significant improvements over earlier results are obtained. In addition, new results on L-p-convergence, for 0< p< 2, and SLLN for some dependent sequences are proved.
引用
收藏
页码:789 / 816
页数:28
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