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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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