Some weak and strong laws of large numbers for D[0,1]-valued random variables
作者:
Xiang Chen Wang,
M. Bhaskara Rao,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1987)
卷期:
Volume 5,
issue 4
页码: 443-465
ISSN:0736-2994
年代: 1987
DOI:10.1080/07362998708809130
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
Pointwise Weak Law of Large Numbers and Weak Law of Large Numbers in the norm topology of D[0,l] are shown to be equivalent under uniform convex tightness and uniform integrability conditions for weighted sums of a sequence of random elements in D[0,1]. Uniform convex tightness and uniform integrability conditions are jointly characterized. Marcinkiewicz–Zygmund–Kolmogorov's and Brunk– Chung's Strong Laws of Large Numbers are derived in the setting of D[0,l]-space under uniform convex tightness and uniform integrability conditions. Equivalence of pointwise convergence, convergence in the Skorokhod topology and convergence in the norm topology f o r sequences in D[0,l] is studied
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