On the Fatou Inequality.
STANFORD UNIV CA DEPT OF STATISTICS
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The classical Fatou inequality for non-negative measurable functions is intimately connected with problems of convergence of random variables r.v.. The present paper focuses on the study of a modified form of the Fatou inequality which has important applications in the theory of convergence of r.v. We formulate our results in the language of probability.
- Statistics and Probability