On the concept of B-statistical uniform integrability of weighted sums of random variables and the law of large numbers with mean convergence in the statistical sense

被引:0
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作者
Manuel Ordóñez Cabrera
Andrew Rosalsky
Mehmet Ünver
Andrei Volodin
机构
[1] University of Sevilla,Department of Mathematical Analysis
[2] University of Florida,Department of Statistics
[3] Ankara University,Department of Mathematics, Faculty of Science
[4] University of Regina,Department of Mathematics and Statistics
来源
TEST | 2021年 / 30卷
关键词
Sequence of random variables; Uniform integrability; Statistical convergence; 40A35; 60F25;
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摘要
In this correspondence, for a nonnegative regular summability matrix B and an array ank\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left\{ a_{nk}\right\} $$\end{document} of real numbers, the concept of B-statistical uniform integrability of a sequence of random variables Xk\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left\{ X_{k}\right\} $$\end{document} with respect to ank\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left\{ a_{nk}\right\} $$\end{document} is introduced. This concept is more general and weaker than the concept of Xk\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left\{ X_{k}\right\} $$\end{document} being uniformly integrable with respect to ank\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left\{ a_{nk}\right\} $$\end{document}. Two characterizations of B-statistical uniform integrability with respect to ank\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left\{ a_{nk}\right\} $$\end{document} are established, one of which is a de La Vallée Poussin-type characterization. For a sequence of pairwise independent random variables Xk\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left\{ X_{k}\right\} $$\end{document} which is B-statistically uniformly integrable with respect to ank\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left\{ a_{nk}\right\} $$\end{document}, a law of large numbers with mean convergence in the statistical sense is presented for ∑k=1∞ank(Xk-EXk)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sum \nolimits _{k=1}^{\infty }a_{nk}(X_{k}-\mathbb {E}X_{k})$$\end{document} as n→∞\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\rightarrow \infty $$\end{document}. A version is obtained without the pairwise independence assumption by strengthening other conditions.
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页码:83 / 102
页数:19
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