Convergence of sequences of pairwise independent random variables

被引：4

作者：

Etemadi, N ^{[1
]}

Lenzhen, A ^{[1
]}

机构：

[1] Dept Math Stat & Comp Sci, Chicago, IL 60607 USA

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2004年 / 132卷 / 04期

关键词：

limit theorems; pairwise independence;

D O I：

10.1090/S0002-9939-03-07236-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In spite of the fact that the tail sigma-algebra of a sequence of pairwise independent random variables may not be trivial, we have discovered that if such a sequence converges in probability or almost everywhere, then the limit has to be a constant. This enables us to provide necessary and sufficient conditions for its convergence, in terms of its marginal distribution functions.

引用

页码：1201 / 1202

页数：2

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