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On the concept of B -statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense
TEST ( IF 1.3 ) Pub Date : 2020-02-18 , DOI: 10.1007/s11749-020-00706-2
Manuel Ordóñez Cabrera , Andrew Rosalsky , Mehmet Ünver , Andrei Volodin

In this correspondence, for a nonnegative regular summability matrix B and an array \(\left\{ a_{nk}\right\} \) of real numbers, the concept of B-statistical uniform integrability of a sequence of random variables \(\left\{ X_{k}\right\} \) with respect to \(\left\{ a_{nk}\right\} \) is introduced. This concept is more general and weaker than the concept of \(\left\{ X_{k}\right\} \) being uniformly integrable with respect to \(\left\{ a_{nk}\right\} \). Two characterizations of B-statistical uniform integrability with respect to \(\left\{ a_{nk}\right\} \) are established, one of which is a de La Vallée Poussin-type characterization. For a sequence of pairwise independent random variables \(\left\{ X_{k}\right\} \) which is B-statistically uniformly integrable with respect to \(\left\{ a_{nk}\right\} \), a law of large numbers with mean convergence in the statistical sense is presented for \(\sum \nolimits _{k=1}^{\infty }a_{nk}(X_{k}-\mathbb {E}X_{k})\) as \(n\rightarrow \infty \). A version is obtained without the pairwise independence assumption by strengthening other conditions.



中文翻译:

关于随机变量加权和的B统计统一可积性和统计意义上均值收敛的大数定律

在此对应关系中,对于非负正则求和矩阵B和实数数组\(\ left \ {a_ {nk} \ right \} \)B的概念-随机变量序列的统计统一可积\(相对于\(\ left \ {a_ {nk} \ right \} \)引入了\ left \ {X_ {k} \ right \} \)。该概念比\(\ left \ {X_ {k} \ right \} \)相对于\(\ left \ {a_ {nk} \ right \} \)可以统一集成的概念更为笼统和薄弱。关于\(\ left \ {a_ {nk} \ right \} \)B统计统一可积性的两个特征已建立,其中之一是de LaValléePoussin类型的特征。两两独立的随机变量的序列\(\左\ {X_ {K} \右\} \)-statistically相对于均匀地积\(\左\ {A_ {NK} \右\} \),则针对\(\ sum \ nolimits _ {k = 1} ^ {\ infty} a_ {nk}(X_ {k}-\ mathbb {E} X_ { k})\)\(n \ rightarrow \ infty \)。通过加强其他条件,可以获得没有成对独立性假设的版本。

更新日期:2020-04-18
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