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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

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 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

Let $f(n)$ be a strongly additive complex valued arithmetic function. Under mild conditions on $f$, we prove the following weighted strong law of large numbers: if $ X,X_1,X_2,... $ is any sequence of integrable i.i.d. random variables,…

数论 · 数学 2017-07-13 Istvan Berkes , Michel Weber

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…

概率论 · 数学 2022-01-10 Li Guan , Jinping Zhang , Jieming Zhou

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 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

Long-range dependent random fields with spectral densities which are unbounded at some frequencies are investigated. We demonstrate new examples of covariance functions which do not exhibit regular varying asymptotic behaviour at infinity.…

概率论 · 数学 2013-07-15 Boris Klykavka , Andriy Olenko , Matthew Vicendese

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.

统计理论 · 数学 2020-03-06 Xiongzhi Chen

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

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 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

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…

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…

概率论 · 数学 2013-04-26 K. Horbacz , M. Ślęczka

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.…

概率论 · 数学 2019-04-10 Sandra Palau , Ting Yang

The estimation of local characteristics of Ito semimartingales has received a great deal of attention in both academia and industry over the past decades. In various papers limit theorems were derived for functionals of increments and…

统计理论 · 数学 2014-03-04 Moritz Duembgen , Mark Podolskij

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…

概率论 · 数学 2016-12-30 Tetsuya Hattori
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