中文
相关论文

相关论文: On the strong law of large numbers for L-statistic…

200 篇论文

By using limit theorems of uniform mixing Markov processes and martingale difference sequences, the strong law of large numbers, central limit theorem, and the law of iterated logarithm are established for additive functionals of…

概率论 · 数学 2019-04-08 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

We deal with the random combinatorial structures called assemblies. By weakening the logarithmic condition which assures regularity of the number of components of a given order, we extend the notion of logarithmic assemblies. Using the…

概率论 · 数学 2009-03-06 Eugenijus Manstavičius

This paper introduces new notions of Fubini independence and Exponential independence of random variables under capacities to fit Ellsberg's model, and finds out the relations between Fubini independence, Exponential independence,…

概率论 · 数学 2018-11-15 Weihuan Huang , Yiwei Lin

This work proves that ranks and shares are statistically dependent on one another, based on simple combinatorics. It presents a formula for rank-share distribution and illustrates that Zipfs law, is descended from expected values of various…

其他统计学 · 统计学 2017-05-24 A Shyklo

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

Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…

概率论 · 数学 2016-08-03 Li-Xin Zhang

We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…

概率论 · 数学 2016-11-04 V. Yu. Korolev , A. I. Zeifman

The celebrated theorem of Komlos asserts that L1-boundedness is sufficient for a given sequence of functions to contain a subsequence along which (in a "lacunary" manner), and along whose every further subsequence ("hereditarily"), a strong…

概率论 · 数学 2026-02-27 Istvan Berkes , Ioannis Karatzas , Walter Schachermayer

For $p\ge 1$ let $\varphi_p(x)=x^2/2$ if $|x|\le 1$ and $\varphi_p(x)=1/p|x|^p-1/p+1/2$ if $|x|>1$. For a random variable $\xi$ let $\tau_{\varphi_p}(\xi)$ denote $\inf\{a\ge 0:\;\forall_{\lambda\in\mathbb{R}}\;…

概率论 · 数学 2021-09-22 Krzysztof Zajkowski

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

The availability of large datasets requires an improved view on statistical laws in complex systems, such as Zipf's law of word frequencies, the Gutenberg-Richter law of earthquake magnitudes, or scale-free degree distribution in networks.…

数据分析、统计与概率 · 物理学 2019-04-30 Martin Gerlach , Eduardo G. Altmann

Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecology, physics, finance, and epidemiology. It states that the…

统计理论 · 数学 2025-10-13 Pok Him Cheng , Joel E. Cohen , Hok Kan Ling , Sheung Chi Phillip Yam

By using the properties of the uniformly distributed sequences of real numbers on $(0,1)$, a short proof of a certain version of Kolmogorov strong law of large numbers is presented which essentially differs from Kolmogorov's original proof.

概率论 · 数学 2016-01-13 Gogi R. Pantsulaia

We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…

统计理论 · 数学 2018-05-22 Takumi Saegusa

We establish a strong law of large numbers under intermediate trimming for a particular example of Birkhoff sums of a non-integrable observable over the doubling map. It has been shown in a previous work by Haynes that there is no strong…

动力系统 · 数学 2018-10-09 Tanja Schindler

We prove a law of large numbers for certain random walks on certain attractive dynamic random environments when initialised from all sites equal to the same state. This result applies to random walks on $\mathbb{Z}^d$ with $d\geq1$. We…

概率论 · 数学 2018-01-11 Stein Andreas Bethuelsen , Markus Heydenreich

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 study the strong Borel-Cantelli property both for events and for shifts on sequence spaces considering both a conventional and a nonconventional setups. Namely, under certain conditions on events $\Gamma_1,\Gamma_2,...$ we show that with…

概率论 · 数学 2020-06-22 Yuri Kifer

We prove that the spectral radius of an i.i.d.\ random walk on $\GL_d(\C)$ satisfies a strong law of large numbers under finite second moment assumption and a weak law of large numbers under finite first moment. No irreducibility assumption…

动力系统 · 数学 2021-01-12 Richard Aoun , Cagri Sert

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