1. Linear processes generated by independent random variables
- Author
-
W. A. Woyczyński
- Subjects
Exchangeable random variables ,Pairwise independence ,Independent and identically distributed random variables ,Discrete mathematics ,Multivariate random variable ,Applied Mathematics ,General Mathematics ,MathematicsofComputing_GENERAL ,Random element ,Convergence of random variables ,Sum of normally distributed random variables ,FOS: Mathematics ,19999 Mathematical Sciences not elsewhere classified ,Mathematics ,Central limit theorem - Abstract
In a recent paper R. Dudley gave a characterization of those sequences of independent and identically distributed random variables which are l p {l_p} -compatible for p ≧ 1 p \geqq 1 . In the present note we extend his result into p ∈ ( 0 , 1 ] p \in (0,1] and provide some conditions (necessary or sufficient) for l φ {l_\varphi } -compatibility of a sequence of independent random variables not necessarily identically distributed.
- Published
- 1971
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