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We revisit the question of whether the strong law of large numbers (SLLN) holds uniformly in a rich family of distributions, culminating in a distribution-uniform generalization of the Marcinkiewicz-Zygmund SLLN. These results can be viewed…

Probability · Mathematics 2024-10-23 Ian Waudby-Smith , Martin Larsson , Aaditya Ramdas

The Marcinkiewicz--Zygmund theorem is a fundamental result in probability theory that establishes rates of convergence in the strong law of large numbers (SLLN). Although numerous extensions have been developed for dependent sequences, many…

Probability · Mathematics 2026-01-22 Danijel Grahovac , Péter Kevei , Dominik Mihalčić

This paper establishes complete convergence for weighted sums and the Marcinkiewicz--Zygmund-type strong law of large numbers for sequences of negatively associated and identically distributed random variables $\{X,X_n,n\ge1\}$ with general…

Probability · Mathematics 2021-03-02 Vu Thi Ngoc Anh , Nguyen Thi Thanh Hien , Lê Vǎn Thành , Vo Thi Hong Van

It is shown that the Marcinkiewicz-Zygmund strong law of large numbers holds for pairwise independent identically distributed random variables. It is proved that if $X_{1}, X_{2}, \ldots$ are pairwise independent identically distributed…

Probability · Mathematics 2015-08-13 Valery Korchevsky

We obtain Marcinkiewicz-Zygmund strong laws of large numbers for weighted sums of pairwise positively quadrant dependent random variables stochastically dominated by a random variable $X \in \mathscr{L}_{p}$, $1 \leqslant p < 2$. We use our…

Statistics Theory · Mathematics 2022-12-02 João Lita da Silva

We establish new sufficient conditions for the applicability of the strong law of large numbers (SLLN) for sequences of pairwise independent non-identically distributed random variables. These results generalize Etemadi's extension of…

Probability · Mathematics 2017-01-10 Valery Korchevsky

We show a Marcinkiewicz-Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in $L^r$ ($r\in (0,2)$) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than…

Probability · Mathematics 2023-04-18 Laurent Davezies , Xavier D'Haultfoeuille , Yannick Guyonvarch

The aim of this paper is to establish the Marcinkiewicz-Zygmund (MZ) type law of large numbers for the randomly weighted sums with weights chosen randomly, uniformly over the unit sphere in $\mathbb{R}^n$. We also establish a theorem that…

Probability · Mathematics 2025-05-20 Vishakha

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…

Probability · Mathematics 2007-06-13 Evgeny Baklanov

Strong laws of large numbers are established for random fields with weak or strong dependence. These limit theorems are applicable to random fields with heavy-tailed distributions including fractional stable random fields. The conditions…

Probability · Mathematics 2018-10-26 Erkan Nane , Yimin Xiao , Aklilu Zeleke

The arm of this paper is to establish the strong law of large numbers (SLLN) of $m$-dependent random variables under the framework of sub-linear expectations. We establish the SLLN for a sequence of independent, but not necessarily…

Probability · Mathematics 2024-04-02 Wang-Yun Gu , Li-Xin Zhang

The validity of the strong law of large numbers for multiple sums $S_n$ of independent identically distributed random variables $Z_k$, $k\leq n$, with $r$-dimensional indices is equivalent to the integrability of $|Z|(\log^+|Z|)^{r-1}$,…

Probability · Mathematics 2017-08-15 Oleg Klesov , Ilya Molchanov

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…

Probability · Mathematics 2015-06-30 Harouna Sangare , Gane Samb Lo

Li, Qi, and Rosalsky (Trans. Amer. Math. Soc., 2016) introduced a refinement of the Marcinkiewicz--Zygmund strong law of large numbers (SLLN), so-called the $(p,q)$-type SLLN, where $0<p<2$ and $q>0$. They obtained sets of necessary and…

Probability · Mathematics 2020-08-05 Lê Vǎn Thành

It has been repeatedly stated that maximum likelihood (ML) estimates of exponents of power-law distributions can only be reliably obtained for exponents smaller than minus one. The main argument that power laws are otherwise not…

Data Analysis, Statistics and Probability · Physics 2017-04-12 Rudolf Hanel , Bernat Corominas-Murtra , Bo Liu , Stefan Thurner

Let $\{Y_i,-\infty<i<\infty\}$ be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, $\{a_i,-\infty<i<\infty\}$ be an absolutely summable sequence of real numbers. In…

Probability · Mathematics 2022-07-26 Mingzhou Xu , Kun Cheng , Wangke Yu

The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domain asymptotics is studied. Conditions to guarantee that the…

Probability · Mathematics 2020-11-11 Illia Donhauzer , Andriy Olenko , Andrei Volodin

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…

Numerical Analysis · Mathematics 2020-06-30 Art B. Owen , Daniel Rudolf

We study the Marcinkiewicz-Zygmund strong law of large numbers for the cubic partial sums of the discrete Fourier transform of random fields. We establish Marcinkiewicz-Zygmund types rate of convergence for the discrete Fourier transform of…

Probability · Mathematics 2024-01-23 Vishakha

In this paper, we establish some strong laws of large numbers (SLLN) for non-independent random variables under the framework of sublinear expectations. One of our main results is for blockwise $m$-dependent random variables, and another is…

Probability · Mathematics 2025-04-17 Jialiang Fu
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