A important method for the probability limit theory of exchangeable random variables

Huang Zhaoxia

Abstract

Limit theory mainly study independent random variables, but in many practical problems, samples are not independent, or the function of independent sample is not independent, or the verification of independent is more difficult. So the concept of dependent random variables in probability and statistics is mentioned. Exchangeable random variables is a major type of dependent random variable. By using reverse martingale, censored and other methods, in certain relevant conditions, we extend some conclusions to the exchangeable random variables, and obtain several conclusions of the convergence of exchangeable random variables