Relative weak compactness of sums of pair-wise independent random variables

Victor M. Kruglov

Statistics & Probability Letters, 2017, vol. 122, issue C, 36-41

Abstract: In this note sufficient conditions for relative weak compactness of sums centered by constants of pair-wise independent random variables and for sums of squares of random variables centered by their medians are given. These conditions become necessary and sufficient if random variables are independent. The conditions are inspired by classical conditions for weak convergence of sums of uniformly small random variables.

Keywords: Pair-wise independent random variables; Relative weak compactness (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2016.10.025

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