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Shuffles of Min.

Piotr Mikusinski, Howard Sherwood, Michael D. Taylor (1992)

Stochastica

Copulas are functions which join the margins to produce a joint distribution function. A special class of copulas called shuffles of Min is shown to be dense in the collection of all copulas. Each shuffle of Min is interpreted probabilistically. Using the above-mentioned results, it is proved that the joint distribution of any two continuously distributed random variables X and Y can be approximated uniformly, arbitrarily closely by the joint distribution of another pair X* and Y* each of which...

Strong tightness as a condition of weak and almost sure convergence

Grzegorz Krupa, Wiesław Zieba (1996)

Commentationes Mathematicae Universitatis Carolinae

A sequence of random elements { X j , j J } is called strongly tight if for an arbitrary ϵ > 0 there exists a compact set K such that P j J [ X j K ] > 1 - ϵ . For the Polish space valued sequences of random elements we show that almost sure convergence of { X n } as well as weak convergence of randomly indexed sequence { X τ } assure strong tightness of { X n , n } . For L 1 bounded Banach space valued asymptotic martingales strong tightness also turns out to the sufficient condition of convergence. A sequence of r.e. { X n , n } is said to converge essentially with...

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