Related papers: A strong law of large numbers for martingale array…
The Strong Law of Large Numbers (SLLN) for random variables or random vectors with different mathematical expectations easily reduces by means of shifts to SLLN for random variables or random vectors whose mathematical expectations are…
In this brief note, we study the strong law of large numbers for random walks in random scenery. Under the assumptions that the random scenery is non-stationary and satisfies weakly dependent condition with an appropriate rate, we establish…
We give a short proof of the strong law of large numbers based on duality for random walk
The law of large numbers is one of the fundamental properties which algorithmically random infinite sequences ought to satisfy. In this paper, we show that the law of large numbers can be effectivized for an arbitrary Schnorr random…
For a martingale $(X_n)$ converging almost surely to a random variable $X$, the sequence $(X_n - X)$ is called martingale tail sum. Recently, Neininger [Random Structures Algorithms, 46 (2015), 346-361] proved a central limit theorem for…
This article provides a strong law of large numbers for integration on digital nets randomized by a nested uniform scramble. The motivating problem is optimization over some variables of an integral over others, arising in Bayesian…
The purpose of this paper is to establish a general strong law of large numbers (SLLN) for arbitrary sequences of random variables (rv's) based on the squared indice method and to provide applications to SLLN of associated sequences. This…
We prove an elementary yet useful inequality bounding the maximal value of certain linear programs. This leads directly to a bound on the martingale difference for arbitrarily dependent random variables, providing a generalization of some…
Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…
We prove game-theoretic generalizations of some well known zero-one laws. Our proofs make the martingales behind the laws explicit, and our results illustrate how martingale arguments can have implications going beyond measure-theoretic…
A general method to obtain strong laws of large numbers is studied. The method is based on abstract H\'ajek-R\'enyi type maximal inequalities. The rate of convergence in the law of large numbers is also considered. Some applications for…
The purpose of the present work is twofold. First, we develop the theory of general self-similar growth-fragmentation processes by focusing on martingales which appear naturally in this setting and by recasting classical results for…
This paper deals with the ergodicity and the existence of a strong law of large numbers for adaptive Markov Chain Monte Carlo. We show that a diminishing adaptation assumption together with a drift condition for positive recurrence is…
In this paper, we provide criteria for the log-concavity of rows and the strong $q$-log-convexity of the generating functions of rows in more generalized triangles. Additionally, we prove that the bi$^s$nomial transformation not only…
We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.
The aim of the current work is to prove a law of large numbers for the range size of recurrent rotor walks with random initial configuration on a general class of trees, called periodic trees or directed covers of graphs.
In the present paper, we propose a new generalization of the Borel-Cantelli lemma. This generalization can be further used to derive strong limit results for Markov chains. Illustrative applications are provided.
Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…
We define a triangular array closely related to Stern's diatomic array and show that for a fixed integer $r\geq 1$, the sum $u_r(n)$ of the $r$th powers of the entries in row $n$ satisfy a linear recurrence with constant coefficients. The…