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In terms of the Dirac representation of sample mean and the weak convergence of empirical distributions that holds almost surely, we construct a new proof for a strong law of large numbers of Kolmogorov's type with i.i.d. random variables…

Probability · Mathematics 2020-09-02 Yu-Lin Chou

This paper presents an exposition of Rio's proof of the strong law of large numbers and extends his method to random fields. In addition to considering the rate of convergence in the Marcinkiewicz--Zygmund strong law of large numbers, we go…

Probability · Mathematics 2024-12-19 Lê Vǎn Thành

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

Classical Kolmogorov's and Rosenthal's inequalities for the maximum partial sums of random variables are basic tools for studying the strong laws of large numbers. In this paper, motived by the notion of independent and identically…

Probability · Mathematics 2019-03-06 Li-Xin Zhang

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

This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.

Probability · Mathematics 2023-12-18 Gaoyu Li , Zhongquan Tan

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 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

This note develops Rio's proof [C. R. Math. Acad. Sci. Paris, 1995] of the rate of convergence in the Marcinkiewicz--Zygmund strong law of large numbers to the case of sums of dependent random variables with regularly varying normalizing…

Probability · Mathematics 2021-07-28 Nguyen Chi Dzung , Lê Vǎn Thành

As the extension of uncorrelated single-valued random variables, set-valued case is studied in this paper. When the underlying space is of finite dimension, by using the support function, We shall prove the weak and strong laws of large…

Probability · Mathematics 2022-01-10 Li Guan , Jinping Zhang , Jieming Zhou

In this paper, based on the initiation of the notion of negatively associated random variables under nonlinear probability, a strong limit theorem for weighted sums of random variables within the same frame is achieved without assumptions…

Probability · Mathematics 2017-06-20 Yuting Lan , Ning Zhang

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…

Probability · Mathematics 2024-06-28 Morenikeji Neri

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 weak and strong laws of large numbers for time-inhomogeneous Markov chains are studied under general conditions. First, under Drift Condition and Contraction Condition in total variation, we prove the weak law of large numbers. Then,…

Probability · Mathematics 2026-03-19 Aaron Lau , Kouji Yano

The exponential inequality of the maximum partial sums is a key to establish the law of the iterated logarithm of negatively associated random variables. In the one-indexed random sequence case, such inequalities for negatively associated…

Probability · Mathematics 2007-05-23 Li Xin Zhang

We establish the Kolmogorov-Feller weak law of large numbers for Frechet mean on non-compact symmetric spaces under certain regularity conditions. Our results accommodate non-identically distributed random variables and are accompanied by…

Probability · Mathematics 2025-09-03 Jongmin Lee , Sungkyu Jung

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

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori

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

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
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