A General Weak Law of Large Numbers for Sequences of $L^{p}$ Random Variables
Résumé
Without imposing any conditions on dependence structure, we give a seemingly overlooked simple sufficient condition for $L^{p}$ random variables $X_{1}, X_{2}, \dots$ with given $1 \leq p \leq +\infty$ to satisfy
\[
\frac{1}{a_{n}}\sum_{i=1}^{b_{n}}(X_{i} - \mathbb{E} X_{i}) \overset{L^{p}}\to 0 \,\,\, \mathrm{as}\, n \to \infty,
\]
where $(a_{n})_{n \in \mathbb{N}}, (b_{n})_{n \in \mathbb{N}}$ are prespecified unbounded sequences of positive integers.
Some unexpected convergences of sample means follow.
Domaines
Mathématiques [math]Origine | Fichiers produits par l'(les) auteur(s) |
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