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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…

概率论 · 数学 2026-03-11 Luc Tri Tuyen

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

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…

概率论 · 数学 2018-10-26 Erkan Nane , Yimin Xiao , Aklilu Zeleke

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

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

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

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…

统计理论 · 数学 2020-10-19 Harouna Sangaré , Gane Samb Lo , Mamadou Cherif Moctar Traoré

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…

概率论 · 数学 2012-10-24 Deli Li , Yongcheng Qi , Andrew Rosalsky

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

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

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

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 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…

概率论 · 数学 2019-11-18 Abdelmalek Abdesselam

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.…

逻辑 · 数学 2014-10-14 Matthew Pancia

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

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…

概率论 · 数学 2025-11-21 Stefan Tappe

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

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…

概率论 · 数学 2011-02-22 Daniel Fresen

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…

概率论 · 数学 2020-11-11 Illia Donhauzer , Andriy Olenko , Andrei Volodin
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