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Forward-convex convergence in probability of sequences of nonnegative random variables

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  • Constantinos Kardaras
  • Gordan Zitkovic
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    Abstract

    For 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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    File URL: http://arxiv.org/pdf/1002.1889
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    Bibliographic Info

    Paper provided by arXiv.org in its series Papers with number 1002.1889.

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    Date of creation: Feb 2010
    Date of revision: Feb 2011
    Handle: RePEc:arx:papers:1002.1889

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    Web page: http://arxiv.org/

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