相关论文: Strong laws of large numbers for sub-linear expect…

This paper analyzes a variation on the well-known "power of two choices" allocation algorithms. Classically, the smallest of $d$ randomly-chosen options is selected. We investigate what happens when the largest of $d$ randomly-chosen…

The probabilistic investigation on record values and record times of a sequence of random variables defined on the same probability space has received much attention from 1952 to now. A great deal of such theory focused on \textit{iid} or…

In this note we re-visit the fundamental question of the strong law of large numbers and central limit theorem for processes in continuous time with conditional stationary and independent increments. For convenience we refer to them as…

In probability theory and statistics, the IID model represents a single population, and a large, potentially infinite sample from this population. Main theorems, in particular the central limit theorem and laws of large number (LLN) assure…

In this paper we establish a weak and a strong law of large numbers for supercritical superprocesses with general non-local branching mechanisms. Our results complement earlier results obtained for superprocesses with only local branching.…

Science in the 21st century seems to be governed by novel approaches involving interdisciplinary work, systemic perspectives and complexity theory concepts. These new paradigms force us to leave aside our elder mechanistic approaches and…

We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…

This paper proves that if a discrete distribution is infinitely divisible (ID) with integer-valued components, then it has a mass at the origin, which also implies why certain ID discrete laws do not have gaps in its support. We argue that…

This paper presents concentration inequalities and laws of large numbers under weak assumptions of irrelevance, expressed through lower and upper expectations. The results are variants and extensions of De Cooman and Miranda's recent…

We prove for outer continuous belief measures defined on compact spaces strong and weak laws of large numbers as Kolmogorov's one for measures. These results contribute to M. Marinacci's (Journal of Economic Theory 84 (1999) 145-195) though…

We prove a strong law of large numbers for simultaneously testing parameters of a large number of dependent, Lancaster bivariate random variables with infinite supports, and discuss its implications.

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…

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…

We consider the component structure of a recent model of random graphs on the hyperbolic plane that was introduced by Krioukov et al. The model exhibits a power law degree sequence, small distances and clustering, features that are…

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…

In this paper, we investigate a central limit theorem for weighted sums of independent random variables under sublinear expectations. It is turned out that our results are natural extensions of the results obtained by Peng and Li and Shi.

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,…

The paper that is commented by Touchette contains a computational study which opens the door to a desirable generalization of the standard large deviation theory (applicable to a set of $N$ nearly independent random variables) to systems…

We introduce isotonic conditional laws (ICL) which extend the classical notion of conditional laws by the additional requirement that there exists an isotonic relationship between the random variable of interest and the conditioning random…

The generalized allocation scheme is studied. Its extension for coloured balls is defined. Some analogues of the Law of the Iterated Logarithm and the Strong Law of Large Numbers are obtained for the number of boxes containing fixed numbers…