Some limit properties of the multivariate function sequences of discrete random variables

Wen Liu

Statistics & Probability Letters, 2003, vol. 61, issue 1, 41-50

Abstract: Some limit properties of multivariate function sequences of discrete random variables are studied using differentiation of measures on a net and conditional moment generating functions, and some strong limit theorems related to the conditional expectations are obtained.

Keywords: Strong; limit; theorem; Conditional; expectation; Differentiation; of; a; measure; on; a; net; Conditional; moment; generating; function; Nonhomogeneous; Markov; chain (search for similar items in EconPapers)
Date: 2003
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