Mean convergence theorems and weak laws of large numbers for weighted sums of random variables under a condition of weighted integrability (Q1773318)

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scientific article; zbMATH DE number 2162028
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Mean convergence theorems and weak laws of large numbers for weighted sums of random variables under a condition of weighted integrability
scientific article; zbMATH DE number 2162028

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    Mean convergence theorems and weak laws of large numbers for weighted sums of random variables under a condition of weighted integrability (English)
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    28 April 2005
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    A new concept of integrability, called \(h\)-integrability, is introduced and, under this condition, mean convergence theorems and weak laws of large numbers for weighted sums of dependent random variables are obtained.
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    Uniform integrability
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    Weighted sums
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    Integrability concerning the weights
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    Negative dependence
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    Non-positive correlation
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    \(\varphi\)-Mixing sequence
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    Random elements
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    Martingale type Banach space
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