Relative Weak Compactness of Sums of Random Variables
- 作者: Golikova N.1, Kruglov V.2
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隶属关系:
- Faculty of Physics and Mathematics
- Department of Statistics, Faculty of Computational Mathematics and Cybernetics
- 期: 卷 39, 编号 3 (2018)
- 页面: 331-339
- 栏目: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/201787
- DOI: https://doi.org/10.1134/S1995080218030137
- ID: 201787
如何引用文章
详细
In this article sufficient conditions for relative weak compactness of sums centered by constants of pair-wise negatively associated randomvariables and for sums of squares of any 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.
作者简介
N. Golikova
Faculty of Physics and Mathematics
编辑信件的主要联系方式.
Email: nina.golikova@mail.ru
俄罗斯联邦, ul. Radio 10a, Moscow, 105005
V. Kruglov
Department of Statistics, Faculty of Computational Mathematics and Cybernetics
Email: nina.golikova@mail.ru
俄罗斯联邦, Moscow, 119992