Results 161 to 170 of about 166,913,906 (202)
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Journal of Statistical Computation and Simulation, 2022
In this work, the Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of widely orthant dependent random variables is established under mild conditions including infinite variance. As applications, some new results such as the Cesàro
Yi Wu, Xuejun Wang
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In this work, the Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of widely orthant dependent random variables is established under mild conditions including infinite variance. As applications, some new results such as the Cesàro
Yi Wu, Xuejun Wang
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Convergence rate of Peng’s law of large numbers under sublinear expectations
Probability, Uncertainty and Quantitative Risk, 2021This short note provides a new and simple proof of the convergence rate for the Peng’s law of large numbers under sublinear expectations, which improves the results presented by Song [15] and Fang et al. [3].
Mingshang Hu, Xiaojuan Li, Xinpeng Li
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Law of large numbers and central limit theorems through Jack generating functions
Advances in Mathematics, 2021In a series of papers [23] , [24] , [25] by Bufetov and Gorin, Schur generating functions as the Fourier transforms on the unitary group U ( N ) , are introduced to study the asymptotic behaviors of random N-particle systems.
Jiaoyang Huang
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Explicit free multiplicative law of large numbers
Communications in Statistics - Theory and Methods, 2021Suppose is the pseudo-variance function of the Cauchy–Stieltjes Kernel family generated by a non degenerate probability measure ν on the positive real line.
R. Fakhfakh
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Deviations From the Law of Large Numbers and Extinction of an Endemic Disease
Mathematical Modeling of Random and Deterministic Phenomena, 2020Consider an endemic disease, which corresponds to an epidemic model with a constant flux of susceptibles, in a situation where the corresponding deterministic epidemic model has a unique stable endemic equilibrium.
É. Pardoux
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The Law of Large Numbers for Discrete Generalized Quantum Channels
Lobachevskii Journal of MathematicsWe consider random linear operators \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{
S. V. Dzhenzher, V. Sakbaev
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Law of large numbers and central limit theorem for a class of pure jump Markov process
Journal of Mathematical Analysis and Applications, 2020This paper studies the law of large numbers (LLN) and central limit theorem (TCL) for a class of scaled pure jump Markov processes where the processes state variables are in R d and where jump amplitudes depend on the state variables.
Mohsen Chebbi, Salwa Toumi
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Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
Journal of Mathematical Analysis and ApplicationsWe study the Volterra Volterra Cox-Ingersoll-Ross process on $\mathbb{R}_+$ and its stationary version. Based on a fine asymptotic analysis of the corresponding Volterra Riccati equation combined with the affine transformation formula, we first show that
M. Alaya, Martin Friesen, Jonas Kremer
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