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相关论文: An effectivization of the law of large numbers for…

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We prove a strong law of large numbers for a class of strongly mixing processes. Our result rests on recent advances in understanding of concentration of measure. It is simple to apply and gives finite-sample (as opposed to asymptotic)…

概率论 · 数学 2008-07-30 Aryeh Kontorovich , Anthony Brockwell

Suppose that we are given an infinite binary sequence which is random for a Bernoulli measure of parameter $p$. By the law of large numbers, the frequency of zeros in the sequence tends to~$p$, and thus we can get better and better…

Random monotone operators are stochastic versions of maximal monotone operators which play an important role in stochastic nonsmooth optimization. Several stochastic nonsmooth optimization algorithms have been shown to converge to a zero of…

最优化与控制 · 数学 2023-10-24 Adil Salim

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

This note proves a law of large numbers for predicting several steps ahead, which, in the case of uniformly bounded random variables, generalizes the standard law of large numbers for martingales; the standard law of large numbers…

概率论 · 数学 2026-04-14 Vladimir Vovk

The law of large numbers is one of the most fundamental results in Probability Theory. In the case of independent sequences, there are some known characterizations; for instance, in the independent and identically distributed setting it is…

概率论 · 数学 2020-08-04 Luísa Borsato , Eduardo Horta , Rafael Rigão Souza

Heap monoids equipped with Bernoulli measures are a model of probabilistic asynchronous systems. We introduce in this framework the notion of asynchronous stopping time, which is analogous to the notion of stopping time for classical…

组合数学 · 数学 2015-05-21 Samy Abbes

We demonstrate a novel strong law of large numbers for branching processes, with a simple proof via measure-theoretic manipulations and spine theory. Roughly speaking, any sequence of events that eventually occurs almost surely for the…

概率论 · 数学 2013-03-01 Simon C. Harris , Matthew I. Roberts

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 provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…

概率论 · 数学 2014-11-07 Alexander Iksanov , Matthias Meiners

We establish the rate of convergence in the strong law of large numbers of discrete Fourier Transform of the identically distributed random variables with finite moment of order p, where 1<p<2.

概率论 · 数学 2016-02-24 Na Zhang

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

In this paper, by establishing a Borel-Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random…

概率论 · 数学 2021-09-21 Li-Xin Zhang

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

In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

概率论 · 数学 2024-07-08 Zhishui Hua , Wei Wanga , Liang Dong

In the spirit of a classical results for Crump-Mode-Jagers processes, we prove a strong law of large numbers for homogenous fragmentation processes. Specifically, for self-similar fragmentation processes, including homogenous processes, we…

概率论 · 数学 2008-09-18 S. C. Harris , R. Knobloch , A. E. Kyprianou

We formulate conditions for convergence of Laws of Large Numbers and show its links with of the parts of mathematical analysis such as summation theory, convergence of orthogonal series. We present also applications of the Law of Large…

概率论 · 数学 2018-09-07 Paweł J. Szabłowski

In this paper, we establish a new law of large numbers with the rate of convergence for special partial sums in a probability space. The proof relies on nonlinear expectation theory, as the uncertainty of random variables in the special…

信息论 · 计算机科学 2026-03-25 Jialiang Fu , Wen-Xuan Lang

A novel notion of unpredictable strings is revealed and utilized to define deterministic unpredictable sequences on a finite number of symbols. We prove the first law of large strings for random processes in discrete time, which confirms…

动力系统 · 数学 2020-07-03 Marat Akhmet , Astrit Tola

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
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