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

被引：3

作者：

Yuan, De-Mei ^{[1
]}

Li, Shun-Jing ^{[1
]}

机构：

[1] Chongqing Technol & Business Univ, Sch Math & Stat, Chongqing 400067, Peoples R China

来源：

JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY | 2015年 / 52卷 / 02期

基金：

中国国家自然科学基金;

关键词：

conditional independence; conditional identical distribution; conditional Kolmogorov convergence criterion; conditional Marcinkiewicz-Zygmund inequalities; conditional Marcinkiewicz-Zygmund strong law; LIMIT-THEOREMS; SEQUENCES; DEMIMARTINGALES;

D O I：

10.4134/JKMS.2015.52.2.431

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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 LP for conditionally independent and conditionally identically distributed random variables are established, respectively.

引用

页码：431 / 445

页数：15

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