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Forward-convex convergence in probability of sequences of nonnegative random variables

For a sequence of nonnegative random variables, we provide simple necessary and sufficient conditions to ensure that each sequence of its forward convex combinations converges in probability to the same limit. These conditions correspond to an essentially measure-free version of the notion of uniform integrability.

preprint2011arXivOpen access
Constantinos KardarasGordan Zitkovic
q-fin.CPmath.PRmath.FA
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Open access2 authors3 topics
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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Constantinos KardarasGordan Zitkovic

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