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Weak convergence of randomly indexed sequences of random variables

Published online by Cambridge University Press:  24 October 2008

D. J. Aldous
D. J. Aldous
Affiliation:
Statistical Laboratory, University of Cambridge
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Extract

Let Yn ⇒ Y∞ be a sequence of random variables converging in distribution, or more generally a sequenceof random elements of a suitable metric space whose distributions are converging weakly. Let τn → ∞ be positive integer-valued random variables. If {τn} and {Yn} are independent, it is trivial that

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 83 , Issue 1 , January 1978 , pp. 117 - 126
Copyright
Copyright © Cambridge Philosophical Society 1978

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References

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