Forward-convex convergence in probability of sequences of nonnegative random variables
AbstractFor a sequence of nonnegative random variables, we provide simple necessary and sufficient conditions to ensure that each sequence of its forward convex combinations converges in probability to the same limit. These conditions correspond to an essentially measure-free version of the notion of uniform integrability.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1002.1889.
Date of creation: Feb 2010
Date of revision: Feb 2011
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Web page: http://arxiv.org/
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-02-20 (All new papers)
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