中文
相关论文

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

200 篇论文

We consider weighted sums of independent random variables regulated by an increment sequence. We provide operative conditions that ensure strong law of large numbers for such sums to hold in both the centered and non-centered case. The…

概率论 · 数学 2021-03-11 Luca Avena , Conrado da Costa

In the spirit of the famous KOML\'OS (1967) theorem, every sequence of nonnegative, measurable functions $\{ f_n \}_{n \in \N}$ on a probability space, contains a subsequence which - along with all its subsequences - converges a.e. in…

概率论 · 数学 2022-04-11 Ioannis Karatzas , Walter Schachermayer

Linear combinations of independent random variables have been extensively studied in the literature. However, most of the work is based on some specific distribution assumptions. In this paper, a companion of (J. Appl. Probab. 48 (2011)…

统计理论 · 数学 2013-12-11 Xiaoqing Pan , Maochao Xu , Taizhong Hu

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

For n>=1 let X_n be a vector of n independent Bernoulli random variables. We assume that X_n consists of M "blocks" such that the Bernoulli random variables in block i have success probability p_i. Here M does not depend on n and the size…

概率论 · 数学 2012-08-15 Erik Broman , Tim van de Brug , Wouter Kager , Ronald Meester

Using a coupling argument, we establish a general weak law of large numbers for functionals of binomial point processes in d-dimensional space, with a limit that depends explicitly on the (possibly non-uniform) density of the point process.…

概率论 · 数学 2007-05-23 Mathew D. Penrose , J. E. Yukich

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

The generalized allocation scheme is studied. Its extension for coloured balls is defined. Some analogues of the Law of the Iterated Logarithm and the Strong Law of Large Numbers are obtained for the number of boxes containing fixed numbers…

概率论 · 数学 2014-06-12 Alexey Chuprunov , István Fazekas

Let $p \in (0, \infty)$ be a constant and let $\{\xi_n\} \subset L^p(\Omega, {\mathcal F}, \P)$ be a sequence of random variables. For any integers $m, n \ge 0$, denote $S_{m, n} = \sum_{k=m}^{m + n} \xi_k$. It is proved that, if there…

概率论 · 数学 2010-12-21 Erkan Nane , Yimin Xiao , Aklilu Zeleke

We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…

统计理论 · 数学 2024-08-15 Yue Pan , Jiazhu Pan

We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. Based on these representations,…

概率论 · 数学 2016-02-09 V. Yu. Korolev , A. I. Zeifman

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

概率论 · 数学 2022-07-14 Yun Li , Longjie Xie

Under some mild regularity on the normalizing sequence, we obtain necessary and sufficient conditions for the Strong Law of Large Numbers for (symmetrized) U-statistics. We also obtain nasc's for the a.s. convergence of series of an…

概率论 · 数学 2014-11-17 Rafał Latała , Joel Zinn

We present a Law of Large Numbers principle for uniformly continuous random quantum dynamical semigroups. Random iterates of independent copies of these semigroups are shown to be Chernoff equivalent to the quantum dynamical semigroup by…

数学物理 · 物理学 2022-03-07 John E. Gough , Yurii N. Orlov , Vsevolod Zh. Sakbaev , Oleg G. Smolyanov

In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…

统计理论 · 数学 2018-04-18 Masaru Shintani , Ken Umeno

We establish the Kolmogorov-Feller weak law of large numbers for Frechet mean on non-compact symmetric spaces under certain regularity conditions. Our results accommodate non-identically distributed random variables and are accompanied by…

概率论 · 数学 2025-09-03 Jongmin Lee , Sungkyu Jung

In many empirical studies of a large two-sided matching market (such as in a college admissions problem), the researcher performs statistical inference under the assumption that they observe a random sample from a large matching market. In…

计量经济学 · 经济学 2024-04-02 Jacob Schwartz , Kyungchul Song

The Law of Large Numbers tells us that as the sample size (N) is increased, the sample mean converges on the population mean, provided that the latter exists. In this paper, we investigate the opposite effect: keeping the sample size fixed…

概率论 · 数学 2008-03-28 Kieran Kelly , Przemyslaw Repetowicz , Seosamh macReamoinn

In this note not intended for publication, it is observed that a wellnigh trivial application of the ergodic theorem of Karlsson-Ledrappier yields a strong LLN for arbitrary concave moments.

动力系统 · 数学 2008-03-14 Anders Karlsson , Nicolas Monod

Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…

物理与社会 · 物理学 2014-11-11 Filippo Radicchi