We consider a probability space $(\Omega,\mathcal{F},\mathbb{P})$, a sequence $(X_{n})_{n\in\mathbb{N}}$ of random variables on that space and a sequence $(f_{m})_{m\in\mathbb{N}}$ of real functions. The set $\{f_{m}(X_{n})|m,n\in\mathbb{N}\}$ is uniformly tight in $m$ and $n$ (w.r.t. $(\Omega,\mathcal{F},\mathbb{P})$) if \begin{eqnarray*} \forall\epsilon>0\exists K>0\forall m,n\in\mathbb{N}:\quad\mathbb{P}(|f_{m}(X_{n})|>K)\leq\epsilon. \end{eqnarray*} I am currently working on the following more general property: \begin{eqnarray*} \forall\epsilon>0\exists K>0\exists N\in\mathbb{N}\forall m\in\mathbb{N}:\quad\sup_{n\geq N}\mathbb{P}(|f_{m}(X_{n})|>K)\leq\epsilon. \end{eqnarray*} Does this generalization (or similar properties) exist in mathematical literature? Would "semiuniform tightness" be an appropriate name for it?
Is my generalization of uniform tightness for random variables mentioned in mathematical literature?
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probability
probability-theory
reference-request
random-variables
stochastic-calculus
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0The functions $f_m$ are of course measurable w.r.t. $\mathcal{F}$. – 2017-02-20