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相关论文: On general strong laws of large numbers for fields…

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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…

概率论 · 数学 2014-06-12 István Fazekas

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…

概率论 · 数学 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…

概率论 · 数学 2018-10-26 Erkan Nane , Yimin Xiao , Aklilu Zeleke

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…

泛函分析 · 数学 2019-08-27 Wen-Chi Kuo , David F. Rodda , Bruce A. Watson

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…

概率论 · 数学 2015-06-30 Harouna Sangare , Gane Samb Lo

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…

概率论 · 数学 2012-10-24 Deli Li , Yongcheng Qi , Andrew Rosalsky

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…

概率论 · 数学 2007-05-23 Alexander Bulinski , Alexey Shashkin

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…

概率论 · 数学 2017-08-16 Yoichi Nishiyama

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…

This article establishes novel strong uniform laws of large numbers for randomly weighted sums such as bootstrap means. By leveraging recent advances, these results extend previous work in their general applicability to a wide range of…

概率论 · 数学 2023-10-24 Neil A. Spencer , Jeffrey W. Miller

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…

概率论 · 数学 2007-05-23 Li Xin Zhang

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…

概率论 · 数学 2016-02-12 Yoichi Nishiyama

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…

概率论 · 数学 2024-12-19 Lê Vǎn Thành

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…

概率论 · 数学 2020-11-11 Illia Donhauzer , Andriy Olenko , Andrei Volodin

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…

概率论 · 数学 2019-04-03 João Lita da Silva

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

概率论 · 数学 2020-08-03 Yoichi Nishiyama

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 $|Z|(\log^+|Z|)^{r-1}$,…

概率论 · 数学 2017-08-15 Oleg Klesov , Ilya Molchanov

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…

概率论 · 数学 2020-09-02 Yu-Lin Chou

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…

概率论 · 数学 2022-08-02 Lê Vǎn Thành

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…

概率论 · 数学 2017-06-20 Yuting Lan , Ning Zhang
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