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Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains.

Authors :
Vǎn Thành, Lê
Source :
Statistical Papers; May2024, Vol. 65 Issue 3, p1135-1162, 28p
Publication Year :
2024

Abstract

This paper provides sets of sufficient conditions for mean convergence theorems for arrays of dependent random variables. We expand and improve a number of particular cases in the literature including Theorem 2.1 in Sung (Appl Math Lett 26(1):18–24, 2013), Theorems 3.1–3.3 in Wu and Guan (J Math Anal Appl 377(2):613–623, 2011), and Theorem 3 in Lita da Silva (Results Math 74(1):1–11, 2019), among others. The proof is different from those in the aforementioned papers and the main results can be applied to obtain mean convergence results for arrays of functions of non-homogeneous Markov chains and dependent bootstrap. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09325026
Volume :
65
Issue :
3
Database :
Complementary Index
Journal :
Statistical Papers
Publication Type :
Academic Journal
Accession number :
177797404
Full Text :
https://doi.org/10.1007/s00362-023-01427-y