• Title/Summary/Keyword: conditional Kolmogorov convergence criterion

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EXTENSIONS OF SEVERAL CLASSICAL RESULTS FOR INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES TO CONDITIONAL CASES

  • Yuan, De-Mei;Li, Shun-Jing
    • Journal of the Korean Mathematical Society
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    • v.52 no.2
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    • pp.431-445
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    • 2015
  • Extensions of the Kolmogorov convergence criterion and the Marcinkiewicz-Zygmund inequalities from independent random variables to conditional independent ones are derived. As their applications, a conditional version of the Marcinkiewicz-Zygmund strong law of large numbers and a result on convergence in $L^p$ for conditionally independent and conditionally identically distributed random variables are established, respectively.