WEAK LAWS OF LARGE NUMBERS FOR ARRAYS UNDER A CONDITION OF UNIFORM INTEGRABILITY

Title & Authors
WEAK LAWS OF LARGE NUMBERS FOR ARRAYS UNDER A CONDITION OF UNIFORM INTEGRABILITY
Sung, Soo-Hak; Lisawadi, Supranee; Volodin, Andrei;

Abstract
For an array of dependent random variables satisfying a new notion of uniform integrability, weak laws of large numbers are obtained. Our results extend and sharpen the known results in the literature.
Keywords
uniform integrability;weak law of large numbers;r-mean convergence;convergence in probability;martingale difference sequence;negative association;negative dependence;
Language
English
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