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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

For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of nonnegative random variables where $\max[\min(X_{n} - s,t),0]$, $t > s \geqslant 0$, satisfy a moment inequality, sufficient conditions are given under which $\sum_{k=1}^n (X_k - \mathbb{E}…

Probability · Mathematics 2020-11-23 João Lita da Silva

We introduce the notions of sub Gaussian random variables in sub-linear expectation spaces. To avoid the problem caused by the existence of two different expectations, i.e., the upper expectation and the lower expectation, we divide the…

Probability · Mathematics 2026-02-23 Nyanga Honda Masasila , István Fazekas

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…

Probability · Mathematics 2014-06-12 István Fazekas

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

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

A strong invariance principle is established for random fields which satisfy dependence conditions more general than positive or negative association. We use the approach of Cs\"{o}rg\H{o} and R\'{e}v\'{e}sz applied recently by Balan to…

Probability · Mathematics 2007-05-23 Alexander Bulinski , Alexey Shashkin

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

For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of random variables satisfying $\mathbb{E} \lvert X_{n} \rvert < \infty$ for all $n \geqslant 1$, a maximal inequality is established, and used to obtain strong law of large numbers for…

Probability · Mathematics 2022-12-26 João Lita da Silva

This paper develops Rio's method [C. R. Acad. Sci. Paris S\'{e}r. I Math., 1995] to prove the weak law of large numbers for maximal partial sums of pairwise independent random variables. The method allows us to avoid using the Kolmogorov…

Probability · Mathematics 2022-08-02 Lê Vǎn Thành

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 investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng. It turns out that these theorems…

Probability · Mathematics 2017-04-28 Zengjing Chen

We cosider random dynamical systems with randomly chosen jumps. The choice of deterministic dynamical system and jumps depends on a position. We proove the existence of an exponentially attractive invariant measure and the strong law of…

Probability · Mathematics 2013-04-26 K. Horbacz , M. Ślęczka

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

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…

Probability · Mathematics 2021-12-13 Ghurumuruhan Ganesan

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

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 establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…

Probability · Mathematics 2023-11-22 Weberson S. Arcanjo , Rangel Baldasso , Marcelo R. Hilário , Renato S. dos Santos