中文
相关论文

相关论文: The Marcinkiewicz--Zygmund-Type Strong Law of Larg…

200 篇论文

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

We obtain Marcinkiewicz-Zygmund strong laws of large numbers for weighted sums of pairwise positively quadrant dependent random variables stochastically dominated by a random variable $X \in \mathscr{L}_{p}$, $1 \leqslant p < 2$. We use our…

统计理论 · 数学 2022-12-02 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

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

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

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

The Marcinkiewicz--Zygmund theorem is a fundamental result in probability theory that establishes rates of convergence in the strong law of large numbers (SLLN). Although numerous extensions have been developed for dependent sequences, many…

概率论 · 数学 2026-01-22 Danijel Grahovac , Péter Kevei , Dominik Mihalčić

We show a Marcinkiewicz-Zygmund law of large numbers for jointly, dissociated exchangeable arrays, in $L^r$ ($r\in (0,2)$) and almost surely. Then, we obtain a law of iterated logarithm for such arrays under a weaker moment condition than…

概率论 · 数学 2023-04-18 Laurent Davezies , Xavier D'Haultfoeuille , Yannick Guyonvarch

Let $\{Y_i,-\infty<i<\infty\}$ be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, $\{a_i,-\infty<i<\infty\}$ be an absolutely summable sequence of real numbers. In…

概率论 · 数学 2022-07-26 Mingzhou Xu , Kun Cheng , Wangke Yu

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

We establish sufficient conditions for the Marcinkiewicz-Zygmund type weak law of large numbers for a linear process $\{X_k:k\in\mathbb Z\}$ defined by $X_k=\sum_{j=0}^\infty\psi_j\varepsilon_{k-j}$ for $k\in\mathbb Z$, where…

概率论 · 数学 2016-09-07 Vaidotas Characiejus , Alfredas Račkauskas

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

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

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

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

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 sub-linear expectation space is a nonlinear expectation space having advantages of modelling the uncertainty of probability and distribution. In the sub-linear expectation space, we use capacity and sub-linear expectation to replace…

统计方法学 · 统计学 2017-03-03 Lixin Zhang , Jinghang Lin

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

We derive concentration inequalities for sums of independent and identically distributed random variables that yield non-asymptotic generalizations of several strong laws of large numbers including some of those due to Kolmogorov [1930],…

概率论 · 数学 2025-11-04 Johannes Ruf , Ian Waudby-Smith

The Marcinkiewicz Strong Law, $\displaystyle\lim_{n\to\infty}\frac{1}{n^{\frac1p}}\sum_{k=1}^n (D_{k}- D)=0$ a.s. with $p\in(1,2)$, is studied for outer products $D_k=X_k\overline{X}_k^T$, where $\{X_k\},\{\overline{X}_k\}$ are both…

统计理论 · 数学 2015-01-13 Michael A. Kouritzin , Samira Sadeghi
‹ 上一页 1 2 3 10 下一页 ›