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Conditional convergence for randomly weighted sums of random variables based on conditional residual \(h\)-integrability. (English) Zbl 1284.60064

Summary: Let \(\{X_{nk},\,u_n\leq k\leq v_n,\,n\geq 1\}\) and \(\{A_{nk},\,u_n\leq k\leq v_n,\,n\geq 1\}\) be two arrays of random variables defined on the same probability space \((\Omega,\mathcal A,P)\) and \(\mathcal B_n\) be sub-\(\sigma\)-algebras of \(\mathcal A\). Let \(r>0\) be a constant. In this paper, we introduce some concepts of conditional residual \(h\)-integrability such as conditionally residually \(h\)-integrable relative to \(\mathcal B_n\) concerning the array \(\{A_{nk}\}\) with exponent \(r\) and conditionally strongly residually \(h\)-integrable relative to \(\mathcal B_n\) concerning the array \(\{A_{nk}\}\) with exponent \(r\). These concepts are more general than some known settings of randomly weighted sums of random variables. Based on the conditions of conditional residual \(h\)-integrability with exponent \(r\) and conditional strongly residual \(h\)-integrability with exponent \(r\), we obtain the conditional mean convergence and conditional almost sure convergence for randomly weighted sums.

MSC:

60F15 Strong limit theorems
60F25 \(L^p\)-limit theorems
Full Text: DOI

References:

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