A Limit Theorem for Double Arrays
Rosalsky, Andrew ; Teicher, Henry
Ann. Probab., Tome 9 (1981) no. 6, p. 460-467 / Harvested from Project Euclid
The main result establishes that row sums $S_n$ of a double array of rowwise independent, infinitesimal (or merely uniformly asymptotically constant) random variables satisfying $\lim \sup |S_n - M_n| \leq M_0 < \infty$ a.c. (for some choice of constants $M_n$), obey a weak law of large numbers, i.e., $S_n - \operatorname{med} S_n$ converges in probability to 0. No moment assumptions are imposed on the individual summands and zero-one laws are unavailable. As special cases, a new result for weighted i.i.d. random variables and a result of Kesten are obtained.
Publié le : 1981-06-14
Classification:  Law of the iterated logarithm,  weak law of large numbers,  row sums of independent infinitesimal random variables,  weighted i.i.d. random variables,  60F05,  60F15
@article{1176994418,
     author = {Rosalsky, Andrew and Teicher, Henry},
     title = {A Limit Theorem for Double Arrays},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 460-467},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994418}
}
Rosalsky, Andrew; Teicher, Henry. A Limit Theorem for Double Arrays. Ann. Probab., Tome 9 (1981) no. 6, pp.  460-467. http://gdmltest.u-ga.fr/item/1176994418/