ON THE WEAK LAW OF LARGE NUMBERS FOR ARRAYS OF PAIRWISE INDEPENDENT RANDOM VARIABLES

Recently Hong and Oh [5] provided a fairly general weak law for arrays in the following form: Let {(X/sub ni/, l ≤ i ≤ k/sub n/), n ≥ l}, k/sub n/ → ∞ as n → ∞, be an array of random variables on (Ω, F, P) and set F/sub nj/ = σ{X/sub ni/, 1 ≤ i ≤ j}, 1 ≤ j ≤ k/sub n/, n ≥ 1, and F/sub n0/ = {ø, Ω}, n ≥ 1. Suppose that (equation omitted) aP { X/sub ni/ /sup p/ ＞ a} → 0 as a → ∞ uniformly in n for some 0 < p < 2. Then S/sub n//(equation omitted) → 0 in probability as n → ∞ where S/sub n/ = (equation omitted)(X/sub ni/ - E(X/sib ni/I( X/sub ni/ /sub p/ ≤ k/sub n/) F/sub n,i-l/)). In this note, we will prove the following result under the same domination condition of Hong and Oh [5].(omitted)