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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…

概率论 · 数学 2015-08-13 Valery Korchevsky

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…

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

The aim of this paper is to establish the Marcinkiewicz-Zygmund (MZ) type law of large numbers for the randomly weighted sums with weights chosen randomly, uniformly over the unit sphere in $\mathbb{R}^n$. We also establish a theorem that…

概率论 · 数学 2025-05-20 Vishakha

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…

概率论 · 数学 2021-07-28 Nguyen Chi Dzung , Lê Vǎn Thành

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

For the partial sums formed from a sequence of i.i.d. random variables having a finite absolute p'th moment for some p in (0,2), we extend the recent and striking discovery of Hechner and Heinkel (Journal of Theoretical Probability (2010))…

概率论 · 数学 2010-08-26 Deli Li , Yongcheng Qi , Andrew Rosalsky

We study the Marcinkiewicz-Zygmund strong law of large numbers for the cubic partial sums of the discrete Fourier transform of random fields. We establish Marcinkiewicz-Zygmund types rate of convergence for the discrete Fourier transform of…

概率论 · 数学 2024-01-23 Vishakha

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

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

Both Marcinkiewicz-Zygmund strong laws of large numbers (MZ-SLLNs) and ordinary strong laws of large numbers (SLLNs) for plug-in estimators of general statistical functionals are derived. It is used that if a statistical functional is…

统计理论 · 数学 2013-01-07 Henryk Zähle

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 work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…

概率论 · 数学 2020-04-08 Rita Giuliano , Milto Hadjikyriakou

Let $\{X_n\}_{n\geq 1}$ be either a sequence of arbitrary random variables, or a martingale difference sequence, or a centered sequence with a suitable level of negative dependence. We prove Baum-Katz type theorems by only assuming that the…

概率论 · 数学 2017-08-08 Richárd Balka , Tibor Tómács

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…

概率论 · 数学 2024-06-28 Morenikeji Neri

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}…

概率论 · 数学 2020-11-23 João Lita da Silva

Marcinkiewicz strong law of large numbers, ${n^{-\frac1p}}\sum_{k=1}^{n} (d_{k}- d)\rightarrow 0\ $ almost surely with $p\in(1,2)$, are developed for products $d_k=\prod_{r=1}^s x_k^{(r)}$, where the $x_k^{(r)} =…

概率论 · 数学 2022-10-11 Michael A. Kouritzin , Sounak Paul

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

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 revisit the question of whether the strong law of large numbers (SLLN) holds uniformly in a rich family of distributions, culminating in a distribution-uniform generalization of the Marcinkiewicz-Zygmund SLLN. These results can be viewed…

概率论 · 数学 2024-10-23 Ian Waudby-Smith , Martin Larsson , Aaditya Ramdas
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