On complete convergence of triangular arrays of independent random variables

István Berkes and Michel Weber

Statistics & Probability Letters, 2007, vol. 77, issue 10, 952-963

Abstract: Given a triangular array a={an,k,1[less-than-or-equals, slant]k[less-than-or-equals, slant]kn,n[greater-or-equal, slanted]1} of positive reals, we study the complete convergence property of for triangular arrays of independent random variables. In the Gaussian case we obtain a simple characterization of density type. Using Skorohod representation and Gaussian randomization, we then derive sufficient criteria for the case when Xn,k are in Lp, and establish a link between the Lp-case and L2p-case in terms of densities. We finally obtain a density type condition in the case of uniformly bounded random variables.

Keywords: Complete; convergence; Triangular; arrays; Independent; random; variables (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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