On weak convergence of a maximal stochastic sum
β Scribed by E. V. Rybko
- Book ID
- 105071514
- Publisher
- Springer US
- Year
- 1991
- Tongue
- English
- Weight
- 231 KB
- Volume
- 57
- Category
- Article
- ISSN
- 1573-8795
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We discuss the weak convergence of convex stochastic processes. Let {Z.(t): t e T }, n >/ 1, be a sequence of stochastic processes, where T is an open convex set of R e, such that Z, : T ~ R is a convex function (for each ~o and each n), We show that {Z,(t):ts To} converges weakly to {Z(t):t ~ T}, f
## Abstract Let {__X~n~__, __n__ β©Ύ 1) be a sequence of independent random variables such that __EX~n~__ = __a~n~__, __E__(__X~n~__ β __a~n~__)^2^ = Ο, __n__ β©Ύ 1. Let {__N~n~, n__ β©Ύ 1} be a sequence of positive integerβvalued random variables. Let us put In this paper we present necessary and suffi