Related papers: Law of Large Numbers for Monotone Convolution

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…

In this paper, we first study convergence rates in the law of large numbers for independent and identically distributed random variables. We obtain a strong $L^p$-convergence version and a strongly almost sure convergence version of the law…

For $N\in\mathbb{N}$, let $\pi_N$ be the law of the number of fixed points of a random permutation of $\{1, 2, ..., N\}$. Let $\mathcal{P}$ be a Poisson law of parameter 1.A classical result shows that $\pi_N$ converges to $\mathcal{P}$ for…

Using proof-theoretic methods in the style of proof mining, we give novel computationally effective limit theorems for the convergence of the Cesaro-means of certain sequences of random variables. These results are intimately related to…

The theory of random matrices contains many central limit theorems. We have central limit theorems for eigenvalues statistics, for the log-determinant and log-permanent, for limiting distribution of individual eigenvalues in the bulk, and…

We show that the monotonic independence introduced by Muraki can also be used to define a multiplicative convolution. We also find a method for the calculation of this convolution based on an appropriate form of the Cauchy transform. We…

We consider a system composed of a fixed number of particles with total energy smaller or equal to some prescribed value. The particles are non-interacting, indistinguishable and distributed over fixed number of energy levels. The energy…

Let $X$ be a $\mathbb{C}$-valued random variable with the property that $$X \ \text{ has the same law as }\ \sum_{j\ge1} T_j X_j$$ where $X_j$ are i.i.d.\ copies of $X$, which are independent of the (given) $\mathbb{C}$-valued random…

A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for…

We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…

A "law of large numbers" for consecutive convex hulls for weakly dependent Gaussian sequences $\{X_n\}$, having the same marginal distribution, is extended to the case when the sequence $\{X_n\}$ has a weak limit. Let $\mathbb{B}$ be a…

We give a short proof of the strong law of large numbers based on duality for random walk

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 $|Z|(\log^+|Z|)^{r-1}$,…

Permanents of random matrices with independent and identically distributed (i.i.d.) entries have extensively studied in literature and convergence and concentration properties are known under varying assumptions on the distributions. In…

Using backward propagators, we construct inhomogeneous Random Evolutions on Banach spaces driven by (uniformly ergodic) Semi-Markov processes. After studying some of their properties (measurability, continuity, integral representation), we…

In modeling parasitic diseases, it is natural to distinguish hosts according to the number of parasites that they carry, leading to a countably infinite type space. Proving the analogue of the deterministic equations, used in models with…

We generalize a theorem of Bellow and Calder\'on concerning the a.e. convergence of the convolution powers $\ds \mu^nf(x)=\sum_{k}\mu^n(k)f(T^k x)$ where $T$ is a measure preserving transformation of a probability space and $\mu$ is a…

In the framework of generalized Oppenheim expansions we prove strong law of large numbers for lightly trimmed sums. In the first part of this work we identify a particular class of expansions for which we provide a convergence result…

A random permutation $\Pi_n$ of $\{1,\dots,n\}$ follows the $\DeclareMathOperator{\Mallows}{Mallows}\Mallows(n,q)$ distribution with parameter $q>0$ if $\mathbb{P} ( \Pi_n = \pi )$ is proportional to $\DeclareMathOperator{\inv}{inv}…

Let $X$, $X_1$, $X_2$, $...$ be i.i.d. random variables, and let $S_n=X_1+... + X_n$ be the partial sums and $M_n=\max_{k\le n}|S_k|$ be the maximum partial sums. We give the sufficient and necessary conditions for a kind of limit theorems…