A Question about Weak Convergence of a Ratio












1












$begingroup$


I have a question regarding convergence in distribution, which arose during one of my research works. First, let me describe the setup a bit:



$textbf{Description of the Problem}$:



Suppose that $X_n$ and $Y_n$ are two $textbf{independent}$ sequences of random variables, such that $sqrt{n} X_n xrightarrow{d} F$ and $sqrt{n}Y_n xrightarrow{d} F$, where $F$ is a continuous probability distribution. As a consequence, $frac{X_n}{Y_n} xrightarrow{d} frac{X}{Y}$, where $X$ and $Y$ are independent observations drawn from $F$.



Now, suppose that $W_n$ and $Z_n$ are two sequences of random variables such that the joint sequences $(X_n,W_n)$ and $(Y_n,Z_n)$ are independent with each other ($X_n$ and $W_n$ may be dependent, and similarly, $Y_n$ and $Z_n$ may be dependent). Also, assume that $X_n - W_n xrightarrow{d} 0$ and $Y_n - Z_n xrightarrow{d} 0$.



$textbf{My Question}$:



Does the above setting imply that:
$$frac{W_n}{Z_n}xrightarrow{d} frac{X}{Y}~?$$



In my research, $F$ is the standard normal distribution $N(0,1)$, so I would also be happy if you can prove the claim with this additional assumption. And in case the claim is false, are there other technical assumptions which make it true?



Many thanks.










share|cite|improve this question









$endgroup$

















    1












    $begingroup$


    I have a question regarding convergence in distribution, which arose during one of my research works. First, let me describe the setup a bit:



    $textbf{Description of the Problem}$:



    Suppose that $X_n$ and $Y_n$ are two $textbf{independent}$ sequences of random variables, such that $sqrt{n} X_n xrightarrow{d} F$ and $sqrt{n}Y_n xrightarrow{d} F$, where $F$ is a continuous probability distribution. As a consequence, $frac{X_n}{Y_n} xrightarrow{d} frac{X}{Y}$, where $X$ and $Y$ are independent observations drawn from $F$.



    Now, suppose that $W_n$ and $Z_n$ are two sequences of random variables such that the joint sequences $(X_n,W_n)$ and $(Y_n,Z_n)$ are independent with each other ($X_n$ and $W_n$ may be dependent, and similarly, $Y_n$ and $Z_n$ may be dependent). Also, assume that $X_n - W_n xrightarrow{d} 0$ and $Y_n - Z_n xrightarrow{d} 0$.



    $textbf{My Question}$:



    Does the above setting imply that:
    $$frac{W_n}{Z_n}xrightarrow{d} frac{X}{Y}~?$$



    In my research, $F$ is the standard normal distribution $N(0,1)$, so I would also be happy if you can prove the claim with this additional assumption. And in case the claim is false, are there other technical assumptions which make it true?



    Many thanks.










    share|cite|improve this question









    $endgroup$















      1












      1








      1





      $begingroup$


      I have a question regarding convergence in distribution, which arose during one of my research works. First, let me describe the setup a bit:



      $textbf{Description of the Problem}$:



      Suppose that $X_n$ and $Y_n$ are two $textbf{independent}$ sequences of random variables, such that $sqrt{n} X_n xrightarrow{d} F$ and $sqrt{n}Y_n xrightarrow{d} F$, where $F$ is a continuous probability distribution. As a consequence, $frac{X_n}{Y_n} xrightarrow{d} frac{X}{Y}$, where $X$ and $Y$ are independent observations drawn from $F$.



      Now, suppose that $W_n$ and $Z_n$ are two sequences of random variables such that the joint sequences $(X_n,W_n)$ and $(Y_n,Z_n)$ are independent with each other ($X_n$ and $W_n$ may be dependent, and similarly, $Y_n$ and $Z_n$ may be dependent). Also, assume that $X_n - W_n xrightarrow{d} 0$ and $Y_n - Z_n xrightarrow{d} 0$.



      $textbf{My Question}$:



      Does the above setting imply that:
      $$frac{W_n}{Z_n}xrightarrow{d} frac{X}{Y}~?$$



      In my research, $F$ is the standard normal distribution $N(0,1)$, so I would also be happy if you can prove the claim with this additional assumption. And in case the claim is false, are there other technical assumptions which make it true?



      Many thanks.










      share|cite|improve this question









      $endgroup$




      I have a question regarding convergence in distribution, which arose during one of my research works. First, let me describe the setup a bit:



      $textbf{Description of the Problem}$:



      Suppose that $X_n$ and $Y_n$ are two $textbf{independent}$ sequences of random variables, such that $sqrt{n} X_n xrightarrow{d} F$ and $sqrt{n}Y_n xrightarrow{d} F$, where $F$ is a continuous probability distribution. As a consequence, $frac{X_n}{Y_n} xrightarrow{d} frac{X}{Y}$, where $X$ and $Y$ are independent observations drawn from $F$.



      Now, suppose that $W_n$ and $Z_n$ are two sequences of random variables such that the joint sequences $(X_n,W_n)$ and $(Y_n,Z_n)$ are independent with each other ($X_n$ and $W_n$ may be dependent, and similarly, $Y_n$ and $Z_n$ may be dependent). Also, assume that $X_n - W_n xrightarrow{d} 0$ and $Y_n - Z_n xrightarrow{d} 0$.



      $textbf{My Question}$:



      Does the above setting imply that:
      $$frac{W_n}{Z_n}xrightarrow{d} frac{X}{Y}~?$$



      In my research, $F$ is the standard normal distribution $N(0,1)$, so I would also be happy if you can prove the claim with this additional assumption. And in case the claim is false, are there other technical assumptions which make it true?



      Many thanks.







      probability-theory weak-convergence






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Jan 2 at 9:16









      UsermathUsermath

      1306




      1306






















          2 Answers
          2






          active

          oldest

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          1












          $begingroup$

          The statement is false given your assumptions. A simple counterexample is already given. To induce the desired result, one can strengthen the assumption to $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Then one can show that (by e.g. Portmanteau lemma)
          $$
          sqrt{n}(X_n - W_n) to_d 0 Leftrightarrow sqrt{n}(X_n - W_n) to_p 0.
          $$
          Thus, one can conclude that
          $$
          sqrt{n}W_n = sqrt{n}X_n +sqrt{n} (W_n - X_n) to_d F.
          $$
          This is because $A_n to_d A$ and $B_n to_p c$ implies $(A_n,B_n) to_d (A,c)$. Then, continuous mapping theorem gives $A_n + B_n to_d A+c$. In the same spirit, we have $Z_n to_d F$, and hence $(W_n, Z_n) to_d (X,Y)$ where $X,Ysim F$ and $Xperp !!!perp Y.$ Continuous mapping theorem gives
          $$
          frac{W_n}{Z_n}to_d frac{X}{Y}
          $$
          as wanted.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            Thanks for your help, but note that I am assuming that $sqrt{n}X_n$ and $sqrt{n}Y_n$ are converging weakly to $F$, not $X_n$ and $Y_n$.
            $endgroup$
            – Usermath
            Jan 2 at 9:32








          • 1




            $begingroup$
            Oops, I misread it. Then you need stronger assumption that $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Otherwise, It can even fail that $sqrt{n}W_n to_d F.$
            $endgroup$
            – Song
            Jan 2 at 9:35






          • 1




            $begingroup$
            I'm saying that you should strengthen the assumption. A simple example shows that it fails given your original assumption. Take $W_n = 5X_n$ and $Z_n = 3Y_n$ for example.
            $endgroup$
            – Song
            Jan 2 at 9:38










          • $begingroup$
            Thanks, Song! I got it.
            $endgroup$
            – Usermath
            Jan 2 at 9:39










          • $begingroup$
            I hope it will help you :)
            $endgroup$
            – Song
            Jan 2 at 9:46



















          0












          $begingroup$

          Sorry for the confusion. I think one simple counterexample is $W_n = frac{1}{n}$ and $Z_n = frac{2}{n}$. Take $X_n$ and $Y_n$ to be the means of iid random variables with mean $0$ and finite variance.






          share|cite|improve this answer









          $endgroup$













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            2 Answers
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            2 Answers
            2






            active

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            active

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            1












            $begingroup$

            The statement is false given your assumptions. A simple counterexample is already given. To induce the desired result, one can strengthen the assumption to $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Then one can show that (by e.g. Portmanteau lemma)
            $$
            sqrt{n}(X_n - W_n) to_d 0 Leftrightarrow sqrt{n}(X_n - W_n) to_p 0.
            $$
            Thus, one can conclude that
            $$
            sqrt{n}W_n = sqrt{n}X_n +sqrt{n} (W_n - X_n) to_d F.
            $$
            This is because $A_n to_d A$ and $B_n to_p c$ implies $(A_n,B_n) to_d (A,c)$. Then, continuous mapping theorem gives $A_n + B_n to_d A+c$. In the same spirit, we have $Z_n to_d F$, and hence $(W_n, Z_n) to_d (X,Y)$ where $X,Ysim F$ and $Xperp !!!perp Y.$ Continuous mapping theorem gives
            $$
            frac{W_n}{Z_n}to_d frac{X}{Y}
            $$
            as wanted.






            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              Thanks for your help, but note that I am assuming that $sqrt{n}X_n$ and $sqrt{n}Y_n$ are converging weakly to $F$, not $X_n$ and $Y_n$.
              $endgroup$
              – Usermath
              Jan 2 at 9:32








            • 1




              $begingroup$
              Oops, I misread it. Then you need stronger assumption that $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Otherwise, It can even fail that $sqrt{n}W_n to_d F.$
              $endgroup$
              – Song
              Jan 2 at 9:35






            • 1




              $begingroup$
              I'm saying that you should strengthen the assumption. A simple example shows that it fails given your original assumption. Take $W_n = 5X_n$ and $Z_n = 3Y_n$ for example.
              $endgroup$
              – Song
              Jan 2 at 9:38










            • $begingroup$
              Thanks, Song! I got it.
              $endgroup$
              – Usermath
              Jan 2 at 9:39










            • $begingroup$
              I hope it will help you :)
              $endgroup$
              – Song
              Jan 2 at 9:46
















            1












            $begingroup$

            The statement is false given your assumptions. A simple counterexample is already given. To induce the desired result, one can strengthen the assumption to $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Then one can show that (by e.g. Portmanteau lemma)
            $$
            sqrt{n}(X_n - W_n) to_d 0 Leftrightarrow sqrt{n}(X_n - W_n) to_p 0.
            $$
            Thus, one can conclude that
            $$
            sqrt{n}W_n = sqrt{n}X_n +sqrt{n} (W_n - X_n) to_d F.
            $$
            This is because $A_n to_d A$ and $B_n to_p c$ implies $(A_n,B_n) to_d (A,c)$. Then, continuous mapping theorem gives $A_n + B_n to_d A+c$. In the same spirit, we have $Z_n to_d F$, and hence $(W_n, Z_n) to_d (X,Y)$ where $X,Ysim F$ and $Xperp !!!perp Y.$ Continuous mapping theorem gives
            $$
            frac{W_n}{Z_n}to_d frac{X}{Y}
            $$
            as wanted.






            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              Thanks for your help, but note that I am assuming that $sqrt{n}X_n$ and $sqrt{n}Y_n$ are converging weakly to $F$, not $X_n$ and $Y_n$.
              $endgroup$
              – Usermath
              Jan 2 at 9:32








            • 1




              $begingroup$
              Oops, I misread it. Then you need stronger assumption that $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Otherwise, It can even fail that $sqrt{n}W_n to_d F.$
              $endgroup$
              – Song
              Jan 2 at 9:35






            • 1




              $begingroup$
              I'm saying that you should strengthen the assumption. A simple example shows that it fails given your original assumption. Take $W_n = 5X_n$ and $Z_n = 3Y_n$ for example.
              $endgroup$
              – Song
              Jan 2 at 9:38










            • $begingroup$
              Thanks, Song! I got it.
              $endgroup$
              – Usermath
              Jan 2 at 9:39










            • $begingroup$
              I hope it will help you :)
              $endgroup$
              – Song
              Jan 2 at 9:46














            1












            1








            1





            $begingroup$

            The statement is false given your assumptions. A simple counterexample is already given. To induce the desired result, one can strengthen the assumption to $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Then one can show that (by e.g. Portmanteau lemma)
            $$
            sqrt{n}(X_n - W_n) to_d 0 Leftrightarrow sqrt{n}(X_n - W_n) to_p 0.
            $$
            Thus, one can conclude that
            $$
            sqrt{n}W_n = sqrt{n}X_n +sqrt{n} (W_n - X_n) to_d F.
            $$
            This is because $A_n to_d A$ and $B_n to_p c$ implies $(A_n,B_n) to_d (A,c)$. Then, continuous mapping theorem gives $A_n + B_n to_d A+c$. In the same spirit, we have $Z_n to_d F$, and hence $(W_n, Z_n) to_d (X,Y)$ where $X,Ysim F$ and $Xperp !!!perp Y.$ Continuous mapping theorem gives
            $$
            frac{W_n}{Z_n}to_d frac{X}{Y}
            $$
            as wanted.






            share|cite|improve this answer











            $endgroup$



            The statement is false given your assumptions. A simple counterexample is already given. To induce the desired result, one can strengthen the assumption to $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Then one can show that (by e.g. Portmanteau lemma)
            $$
            sqrt{n}(X_n - W_n) to_d 0 Leftrightarrow sqrt{n}(X_n - W_n) to_p 0.
            $$
            Thus, one can conclude that
            $$
            sqrt{n}W_n = sqrt{n}X_n +sqrt{n} (W_n - X_n) to_d F.
            $$
            This is because $A_n to_d A$ and $B_n to_p c$ implies $(A_n,B_n) to_d (A,c)$. Then, continuous mapping theorem gives $A_n + B_n to_d A+c$. In the same spirit, we have $Z_n to_d F$, and hence $(W_n, Z_n) to_d (X,Y)$ where $X,Ysim F$ and $Xperp !!!perp Y.$ Continuous mapping theorem gives
            $$
            frac{W_n}{Z_n}to_d frac{X}{Y}
            $$
            as wanted.







            share|cite|improve this answer














            share|cite|improve this answer



            share|cite|improve this answer








            edited Jan 2 at 9:42

























            answered Jan 2 at 9:26









            SongSong

            7,578423




            7,578423












            • $begingroup$
              Thanks for your help, but note that I am assuming that $sqrt{n}X_n$ and $sqrt{n}Y_n$ are converging weakly to $F$, not $X_n$ and $Y_n$.
              $endgroup$
              – Usermath
              Jan 2 at 9:32








            • 1




              $begingroup$
              Oops, I misread it. Then you need stronger assumption that $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Otherwise, It can even fail that $sqrt{n}W_n to_d F.$
              $endgroup$
              – Song
              Jan 2 at 9:35






            • 1




              $begingroup$
              I'm saying that you should strengthen the assumption. A simple example shows that it fails given your original assumption. Take $W_n = 5X_n$ and $Z_n = 3Y_n$ for example.
              $endgroup$
              – Song
              Jan 2 at 9:38










            • $begingroup$
              Thanks, Song! I got it.
              $endgroup$
              – Usermath
              Jan 2 at 9:39










            • $begingroup$
              I hope it will help you :)
              $endgroup$
              – Song
              Jan 2 at 9:46


















            • $begingroup$
              Thanks for your help, but note that I am assuming that $sqrt{n}X_n$ and $sqrt{n}Y_n$ are converging weakly to $F$, not $X_n$ and $Y_n$.
              $endgroup$
              – Usermath
              Jan 2 at 9:32








            • 1




              $begingroup$
              Oops, I misread it. Then you need stronger assumption that $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Otherwise, It can even fail that $sqrt{n}W_n to_d F.$
              $endgroup$
              – Song
              Jan 2 at 9:35






            • 1




              $begingroup$
              I'm saying that you should strengthen the assumption. A simple example shows that it fails given your original assumption. Take $W_n = 5X_n$ and $Z_n = 3Y_n$ for example.
              $endgroup$
              – Song
              Jan 2 at 9:38










            • $begingroup$
              Thanks, Song! I got it.
              $endgroup$
              – Usermath
              Jan 2 at 9:39










            • $begingroup$
              I hope it will help you :)
              $endgroup$
              – Song
              Jan 2 at 9:46
















            $begingroup$
            Thanks for your help, but note that I am assuming that $sqrt{n}X_n$ and $sqrt{n}Y_n$ are converging weakly to $F$, not $X_n$ and $Y_n$.
            $endgroup$
            – Usermath
            Jan 2 at 9:32






            $begingroup$
            Thanks for your help, but note that I am assuming that $sqrt{n}X_n$ and $sqrt{n}Y_n$ are converging weakly to $F$, not $X_n$ and $Y_n$.
            $endgroup$
            – Usermath
            Jan 2 at 9:32






            1




            1




            $begingroup$
            Oops, I misread it. Then you need stronger assumption that $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Otherwise, It can even fail that $sqrt{n}W_n to_d F.$
            $endgroup$
            – Song
            Jan 2 at 9:35




            $begingroup$
            Oops, I misread it. Then you need stronger assumption that $sqrt{n}(W_n-X_n) to_d 0$ and $sqrt{n}(Z_n-Y_n) to_d 0$. Otherwise, It can even fail that $sqrt{n}W_n to_d F.$
            $endgroup$
            – Song
            Jan 2 at 9:35




            1




            1




            $begingroup$
            I'm saying that you should strengthen the assumption. A simple example shows that it fails given your original assumption. Take $W_n = 5X_n$ and $Z_n = 3Y_n$ for example.
            $endgroup$
            – Song
            Jan 2 at 9:38




            $begingroup$
            I'm saying that you should strengthen the assumption. A simple example shows that it fails given your original assumption. Take $W_n = 5X_n$ and $Z_n = 3Y_n$ for example.
            $endgroup$
            – Song
            Jan 2 at 9:38












            $begingroup$
            Thanks, Song! I got it.
            $endgroup$
            – Usermath
            Jan 2 at 9:39




            $begingroup$
            Thanks, Song! I got it.
            $endgroup$
            – Usermath
            Jan 2 at 9:39












            $begingroup$
            I hope it will help you :)
            $endgroup$
            – Song
            Jan 2 at 9:46




            $begingroup$
            I hope it will help you :)
            $endgroup$
            – Song
            Jan 2 at 9:46











            0












            $begingroup$

            Sorry for the confusion. I think one simple counterexample is $W_n = frac{1}{n}$ and $Z_n = frac{2}{n}$. Take $X_n$ and $Y_n$ to be the means of iid random variables with mean $0$ and finite variance.






            share|cite|improve this answer









            $endgroup$


















              0












              $begingroup$

              Sorry for the confusion. I think one simple counterexample is $W_n = frac{1}{n}$ and $Z_n = frac{2}{n}$. Take $X_n$ and $Y_n$ to be the means of iid random variables with mean $0$ and finite variance.






              share|cite|improve this answer









              $endgroup$
















                0












                0








                0





                $begingroup$

                Sorry for the confusion. I think one simple counterexample is $W_n = frac{1}{n}$ and $Z_n = frac{2}{n}$. Take $X_n$ and $Y_n$ to be the means of iid random variables with mean $0$ and finite variance.






                share|cite|improve this answer









                $endgroup$



                Sorry for the confusion. I think one simple counterexample is $W_n = frac{1}{n}$ and $Z_n = frac{2}{n}$. Take $X_n$ and $Y_n$ to be the means of iid random variables with mean $0$ and finite variance.







                share|cite|improve this answer












                share|cite|improve this answer



                share|cite|improve this answer










                answered Jan 2 at 9:38









                UsermathUsermath

                1306




                1306






























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