On the strong law of large numbers for L-statistics with dependent data

Evgeny Baklanov

On the strong law of large numbers for L-statistics with dependent data

Probability 2007-06-13 v1 Statistics Theory Statistics Theory

Authors: Evgeny Baklanov

Abstract

The strong law of large numbers for linear combinations of functions of order statistics ( $L$ -statistics) based on weakly dependent random variables is proven. We also establish the Glivenko--Cantelli theorem for $\phi$ -mixing sequences of identically distributed random variables.

Keywords

strong law of large numbers l-statistics order statistics weakly dependent random variables glivenko-cantelli theorem phi-mixing sequence

Cite

@article{arxiv.math/0609758,
  title  = {On the strong law of large numbers for L-statistics with dependent data},
  author = {Evgeny Baklanov},
  journal= {arXiv preprint arXiv:math/0609758},
  year   = {2007}
}

Comments

6 pages. Accepted for publication in Siberian Math. Journal. See also http://www.nsu.ru/mmf/tvims/baklanov/baklanov.html

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