相关论文: On the strong law of large numbers for L-statistic…
In this paper we extend the notion of $\varphi$-mixing to set-valued random sequences that take values in the family of closed subsets of a Banach space. Several strong laws of large numbers for such $\varphi$-mixing sequences are stated…
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…
The Glivenko--Cantelli theorem is a uniform version of the strong law of large numbers. It states that for every IID sequence of random variables, the empirical measure converges to the underlying distribution (in the sense of uniform…
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…
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…
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…
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…
Using a general strong law of large number proved by Sangar\'e and Lo (2015) and the entropy numbers, we provide functional Glivenko-Cantelli (GC) classes for arbitrary stationary real-valued random variables (rrv's). Next, the general…
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…
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)…
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…
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.
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…
We give a short, self-contained, and elementary proof of the strong law of large numbers under a power law decay hypothesis for joint second moments. The result is related to the classical one by Lyons. However, we also provide a rate of…
We study the statistical properties of random numbers under the Martin-L\"of definition of randomness, proving that random numbers obey analogues of Strong Law of Large Numbers, the Law of the Iterated Logarithm, and that they are normal.…
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…
We provide a permutation invariant version of the strong law of large numbers for exchangeable sequences of random variables. The proof consists of a combination of the Koml\'{o}s-Berkes theorem, the usual strong law of large numbers for…
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…
Let $\mu$ be a probability measure on $\mathbb{R}$ with cumulative distribution function $F$, $(x_{i})_{1}^{n}$ a large i.i.d. sample from $\mu$, and $F_{n}$ the associated empirical distribution function. The Glivenko-Cantelli theorem…
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…