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Convergence of series, sequences and functions and different modes of convergence.

1 vote
1 answer
108 views

Convergence in probability of sample covariance for permutation invariant triangular arrays

Take two triangular arrays $X_{N,i}$ and $Y_{N,i}$ of random variables where $1 \le i \le N$. Suppose that the families $\{X_{N,i}\}$ and $\{Y_{N,i}\}$ are independent, and that the following conditio …
2 votes
1 answer
378 views

Law of large numbers for triangular arrays whose moments "look independent"

Let $(X_{n,k})_{k=1,\ldots,n}^{n\in\mathbb{N}}$ be a triangular array of random variables with finite moments of all orders, with no assumptions on their independence. Suppose that $$ \mathbb{E}\left[ …