Let $X = \{ X_{n, m} \}_{n \geq 1, \, 1 \leq m \leq n}$ be a D5163: Random real triangular array such that
(i) | $X_{n, 1}, \ldots, X_{n, n}$ is an D2713: Independent random collection for each $n \in 1, 2, 3, \ldots$ |
(ii) | $\lambda_1, \lambda_2, \lambda_3, \ldots \in (0, \infty)$ are each a D993: Real number |
(iii) | \begin{equation} \lim_{n \to \infty} \lambda_n = \infty \end{equation} |
(iv) | \begin{equation} \lim_{n \to \infty} \sum_{m = 1}^n \mathbb{P}(|X_{n, m}| > \lambda_n) = 0 \end{equation} |
(v) | \begin{equation} \lim_{n \to \infty} \frac{1}{\lambda^2_n} \sum_{m = 1}^n \mathbb{E} (|X_{n, m}|^2 I_{\{ |X_{n, m}| \leq \lambda_n \}}) = 0 \end{equation} |
Then
\begin{equation}
\sum_{m = 1}^n \frac{X_{n, m} - \mathbb{E} (X_{n, m} I_{\{ |X_{n, m}| \leq \lambda_n \}})}{\lambda_n}
\overset{p}{\longrightarrow} 0
\quad \text{ as } \quad
n \to \infty
\end{equation}