Convergence of weighted sums of random elements in D[0, 1]

Robert Lee Taylor and Peter Z. Daffer

Journal of Multivariate Analysis, 1980, vol. 10, issue 1, 95-106

Abstract: Convergence in probability for Toeplitz weighted sums is obtained for convex tight random elements in D[0, 1] under pointwise conditions. The almost sure convergence of the weighted sums is proved for independent, convex tight random elements and for independent, identically distributed random elements. Special techniques and concepts are developed in order to obtain these results in the Skorohod topology of D[0, 1].

Keywords: convergence; in; probability; weighted; sums; Skorohod; topology (search for similar items in EconPapers)
Date: 1980
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