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The arm of this paper is to establish the strong law of large numbers (SLLN) of $m$-dependent random variables under the framework of sub-linear expectations. We establish the SLLN for a sequence of independent, but not necessarily…

概率论 · 数学 2024-04-02 Wang-Yun Gu , Li-Xin Zhang

In this paper, we investigate the law of large numbers for strictly stationary random fields, that is, we provide sufficient conditions on the moments and the dependence of the random field in order to guarantee the almost sure convergence…

概率论 · 数学 2024-02-13 Davide Giraudo

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…

概率论 · 数学 2017-01-10 Valery Korchevsky

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

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…

概率论 · 数学 2025-06-10 I. V. Kozlov , A. Yu. Veretennikov

In this paper, we establish some strong laws of large numbers (SLLN) for non-independent random variables under the framework of sublinear expectations. One of our main results is for blockwise $m$-dependent random variables, and another is…

概率论 · 数学 2025-04-17 Jialiang Fu

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

The Strong Law of Large Numbers (SLLN) for random variables or random vectors with different mathematical expectations easily reduces by means of shifts to SLLN for random variables or random vectors whose mathematical expectations are…

泛函分析 · 数学 2025-08-07 V. Kadets , O. Zavarzina

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

We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…

概率论 · 数学 2011-11-10 Wei Biao Wu

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.

概率论 · 数学 2025-03-27 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…

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

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…

概率论 · 数学 2025-02-11 Sadillo Sharipov

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

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…

概率论 · 数学 2007-06-13 Evgeny Baklanov

Using the approach of N. Etemadi for the Strong Law of Large Numbers (SLLN) from 1981 and the elaboration of this approach by S. Cs\"org\H{o}, K. Tandori and V. Totik from 1983, I give weak conditions under which the SLLN still holds for…

概率论 · 数学 2022-02-01 Maximilian Janisch

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

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

We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…

统计理论 · 数学 2024-08-15 Yue Pan , Jiazhu Pan

A necessary condition is given for a sequence of identically distributed and pairwise positively quadrant dependent random variables obeying the strong laws of large numbers with respect to the normalising constants $n^{1/p}$ $(1 \leqslant…

概率论 · 数学 2020-10-27 João Lita da Silva
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