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相关论文: Necessary and Sufficient Conditions for the Strong…

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A necessary condition is given for a sequence of identically distributed and pairwise positively quadrant dependent random variables obeying the strong laws of large numbers with respect to the normalising constants $n^{1/p}$ $(1 \leqslant…

概率论 · 数学 2020-10-27 João Lita da Silva

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

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

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

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

We give necessary and sufficient conditions for the (bounded) law of the iterated logarithm for canonical $U$-statistics of arbitrary order $d$, extending the previously known results for $d=2$. The nasc's are expressed as growth conditions…

概率论 · 数学 2008-06-17 Radosław Adamczak , Rafał Latała

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

概率论 · 数学 2022-03-10 Svante Janson

For a sequence $\{X_{n}, \, n \geqslant 1 \}$ of nonnegative random variables where $\max[\min(X_{n} - s,t),0]$, $t > s \geqslant 0$, satisfy a moment inequality, sufficient conditions are given under which $\sum_{k=1}^n (X_k - \mathbb{E}…

概率论 · 数学 2020-11-23 João Lita da Silva

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

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

A new version of a Strong Law of Large Numbers is proposed in this note for pairwise independent random variables. The main goal is to relax the assumption on a finite expectation for each term.

概率论 · 数学 2025-03-27 Alina Akhmiarova , Alexander Veretennikov

The validity of the strong law of large numbers for multiple sums $S_n$ of independent identically distributed random variables $Z_k$, $k\leq n$, with $r$-dimensional indices is equivalent to the integrability of $|Z|(\log^+|Z|)^{r-1}$,…

概率论 · 数学 2017-08-15 Oleg Klesov , Ilya Molchanov

The main purpose of this paper is to obtain strong laws of large numbers for arrays or weighted sums of random variables under a scenario of dependence. Namely, for triangular arrays $\{X_{n,k}, \, 1 \leqslant k \leqslant n, \, n \geqslant…

概率论 · 数学 2019-04-03 João Lita da Silva

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

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…

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

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

A general method to obtain strong laws of large numbers is studied. The method is based on abstract H\'ajek-R\'enyi type maximal inequalities. The rate of convergence in the law of large numbers is also considered. Some applications for…

概率论 · 数学 2014-06-12 István Fazekas

In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central…

概率论 · 数学 2021-04-22 Davide Giraudo

We prove the claim in the title under mild conditions which are usually satisfied when trying to establish asymptotic normality. We assume strictly stationary and absolutely regular data.

统计理论 · 数学 2024-05-13 Marius Kroll
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