Forward-convex convergence in probability of sequences of nonnegative random variables

Constantinos Kardaras and Gordan Zitkovic

Papers from arXiv.org

Abstract: For a sequence of nonnegative random variables, we provide simple necessary and sufficient conditions to ensure that each sequence of its forward convex combinations converges in probability to the same limit. These conditions correspond to an essentially measure-free version of the notion of uniform integrability.

Date: 2010-02, Revised 2011-02
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1002.1889

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