A note on the de La Vallée Poussin criterion for uniform integrability
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- Chandra, Tapas K. & Hu, Tien-Chung & Rosalsky, Andrew, 2016. "On uniform nonintegrability for a sequence of random variables," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 27-37.
- Rosalsky, Andrew & Thành, Lê Vǎn, 2021. "A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers," Statistics & Probability Letters, Elsevier, vol. 178(C).
- Nendel, Max, 2019. "A Note on Stochastic Dominance and Compactness," Center for Mathematical Economics Working Papers 623, Center for Mathematical Economics, Bielefeld University.
- Chandra, Tapas Kumar, 2015. "de La Vallée Poussin’s theorem, uniform integrability, tightness and moments," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 136-141.
- Imkeller, Peter & Mastrolia, Thibaut & Possamaï, Dylan & Réveillac, Anthony, 2016. "A note on the Malliavin–Sobolev spaces," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 45-53.
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Keywords
Tightness of distribution functions Weak convergence of distribution functions Convergence of integrals;Statistics
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