EXTENSIONS OF SEVERAL CLASSICAL RESULTS FOR INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES TO CONDITIONAL CASES

- Journal title : Journal of the Korean Mathematical Society
- Volume 52, Issue 2, 2015, pp.431-445
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/JKMS.2015.52.2.431

Title & Authors

EXTENSIONS OF SEVERAL CLASSICAL RESULTS FOR INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES TO CONDITIONAL CASES

Yuan, De-Mei; Li, Shun-Jing;

Yuan, De-Mei; Li, Shun-Jing;

Abstract

Extensions of the Kolmogorov convergence criterion and the Marcinkiewicz-Zygmund inequalities from independent random variables to conditional independent ones are derived. As their applications, a conditional version of the Marcinkiewicz-Zygmund strong law of large numbers and a result on convergence in for conditionally independent and conditionally identically distributed random variables are established, respectively.

Keywords

conditional independence;conditional identical distribution;conditional Kolmogorov convergence criterion;conditional Marcinkiewicz-Zygmund inequalities;conditional Marcinkiewicz-Zygmund strong law;

Language

English

Cited by

1.

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