scholarly journals A Weak Convergence Theorem for Random Sums of Independent Random Variables

1970 ◽  
Vol 41 (2) ◽  
pp. 710-712 ◽  
Author(s):  
Pedro J. Fernandez
Keyword(s):  
Weak Convergence ◽  
Convergence Theorem ◽  
Random Variables ◽  
Independent Random Variables ◽  
Random Sums ◽  
Weak Convergence Theorem

A weak convergence theorem for the empirical characteristic function

1975 ◽  
Vol 12 (3) ◽  
pp. 515-523 ◽  
Author(s):  
John T. Kent
Keyword(s):  
Weak Convergence ◽  
Characteristic Function ◽  
Gaussian Process ◽  
Convergence Theorem ◽  
Stationary Gaussian Process ◽  
Empirical Characteristic Function ◽  
Autocovariance Function ◽  
Weak Convergence Theorem

The purpose of this paper is to show that the empirical characteristic function, when suitably normalised, converges weakly to a stationary Gaussian process whose autocovariance function is the theoretical characteristic function.

SOME LIMITING BEHAVIOR FOR ASYMPTOTICALLY NEGATIVE ASSOCIATED RANDOM VARIABLES

2016 ◽  
Vol 32 (1) ◽  
pp. 58-66 ◽  
Author(s):  
Qunying Wu ◽  
Yuanying Jiang
Keyword(s):  
Convergence Theorem ◽  
Law Of Large Numbers ◽  
Random Variables ◽  
Almost Sure Convergence ◽  
Independent Random Variables ◽  
Strong Law ◽  
Limiting Behavior ◽  
Associated Random Variables ◽  
Large Numbers

In this paper, we study the almost sure convergence for sequences of asymptotically negative associated (ANA) random variables. As a result, we extend the classical Khintchine–Kolmogorov convergence theorem, Marcinkiewicz strong law of large numbers, and the three series theorem for sequences of independent random variables to sequences of ANA random variables without necessarily adding any extra conditions.

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