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Convergence of sequences of pairwise independent random variables
Author(s):
N.
Etemadi;
A.
Lenzhen
Abstract | References | Similar articles | Additional information
Abstract:
In spite of the fact that the tail
Retrieve articles in Proceedings of the American Mathematical Society with MSC (2000): 60F15 Retrieve articles in all Journals with MSC (2000): 60F15
N.
Etemadi
A.
Lenzhen
|
-algebra of a sequence of pairwise independent random variables may not be trivial, we have discovered that if such a sequence converges in probability or almost everywhere, then the limit has to be a constant. This enables us to provide necessary and sufficient conditions for its convergence, in terms of its marginal distribution functions. 