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

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• 作者：Victor M. Kruglov ^{krugvictor@gmail.com}
• 关键词：primary ; 60F10 ; 60F15
• 刊名：Statistics & Probability Letters
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：122
• 期：Complete
• 页码：36-41
• 全文大小：374 K
• 卷排序：122

文摘

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.