English
Related papers

Related papers: On a General Approach to the Strong Laws of Large …

200 papers

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

A general method to prove strong laws of large numbers for random fields is given. It is based on the H\'ajek - R\'enyi type method presented in Nosz\'aly and T\'om\'acs \cite{noszaly} and in T\'om\'acs and L\'ibor \cite{thomas06}.…

Probability · Mathematics 2012-01-12 Cheikhna Hamallah , Gane Samb Lo

In this paper, we establish a new H\'ajek - R\'enyi's type inequality and obtain strong law of large numbers (SLLN) for arbitrary random variables. We base our methods on demimartingales and convex functions techniques. We obtain wide…

Probability · Mathematics 2012-01-31 Gane Samb Lo , Cheikha Hamallah Ndiaye

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

A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of…

Probability · Mathematics 2025-06-10 I. V. Kozlov , A. Yu. Veretennikov

The main purpose of this paper is to obtain strong laws of large numbers for arrays or weighted sums of random variables under a scenario of dependence. Namely, for triangular arrays $\{X_{n,k}, \, 1 \leqslant k \leqslant n, \, n \geqslant…

Probability · Mathematics 2019-04-03 João Lita da Silva

By applying results obtained from the new versions of the classical Levy, Ottaviani, and Hoffmann-Jorgensen (1974) inequalities proved by Li and Rosalsky(2013) and by using techniques developed by Hechner and Heinkel (2010), we provide a…

Probability · Mathematics 2012-10-24 Deli Li , Yongcheng Qi , Andrew Rosalsky

We give a short, self-contained, and elementary proof of the strong law of large numbers under a power law decay hypothesis for joint second moments. The result is related to the classical one by Lyons. However, we also provide a rate of…

Probability · Mathematics 2019-11-18 Abdelmalek Abdesselam

We prove a strong law of large numbers for a class of strongly mixing processes. Our result rests on recent advances in understanding of concentration of measure. It is simple to apply and gives finite-sample (as opposed to asymptotic)…

Probability · Mathematics 2008-07-30 Aryeh Kontorovich , Anthony Brockwell

We formulate conditions for convergence of Laws of Large Numbers and show its links with of the parts of mathematical analysis such as summation theory, convergence of orthogonal series. We present also applications of the Law of Large…

Probability · Mathematics 2018-09-07 Paweł J. Szabłowski

Three versions of the Weak Law of Large Numbers are proposed for weakly dependent and generally speaking non-equally distributed random variables, with finite or possibly infinite expectations.

Probability · Mathematics 2025-10-07 Alina Akhmiarova , Alexander Veretennikov

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

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…

Probability · Mathematics 2018-06-18 Ze-Chun Hu , Wei Sun

Our aim is to give for some classes non-additive measures some limit theorems. For balanced games we obtain a weak and strong law of large numbers for bounded random variables, a sharper conclusion is obtain with exact games. We provide an…

Probability · Mathematics 2009-06-02 Yann Rebille

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

A new version of a Strong Law of Large Numbers is proposed in this note for pairwise independent random variables. The main goal is to relax the assumption on a finite expectation for each term.

Probability · Mathematics 2025-03-27 Alina Akhmiarova , Alexander Veretennikov

In this paper we obtain some possibilistic variants of the probabilistic laws of large numbers, different from those obtained by other authors, but very natural extensions of the corresponding ones in probability theory. Our results are…

Probability · Mathematics 2020-09-15 Sorin G. Gal

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…

Probability · Mathematics 2025-02-11 Sadillo Sharipov

In this paper we generalize the H\'ajek-R\'enyi-Chow maximal inequality for submartingales to $L^p$ type Riesz spaces with conditional expectation operators. As applications we obtain a submartingale convergence theorem and a strong law of…

Functional Analysis · Mathematics 2019-08-27 Wen-Chi Kuo , David F. Rodda , Bruce A. Watson

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
‹ Prev 1 2 3 10 Next ›