Results 21 to 30 of about 166,913,906 (202)

Laws of large numbers for ratios of uniform random variables

open access: yesOpen Mathematics, 2015
Let {Xnn n ≥ 1} and {Yn, n ≥ 1} be two sequences of uniform random variables. We obtain various strong and weak laws of large numbers for the ratio of these two sequences.
Adler André
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Law of Large Numbers under Choquet Expectations

open access: yesAbstract and Applied Analysis, 2014
With a new notion of independence of random variables, we establish the nonadditive version of weak law of large numbers (LLN) for the independent and identically distributed (IID) random variables under Choquet expectations induced by 2-alternating ...
Jing Chen
doaj   +1 more source

A Strong Law of Large Numbers for Super-stable Processes. [PDF]

open access: yes, 2014
Let ℓ be Lebesgue measure and X=(Xt,t≥0;Pμ) be a supercritical, super-stable process corresponding to the operator −(−Δ)α/2u+βu−ηu2 on Rd with constants β,η>0 and α∈(0,2]. Put View the MathML source, which for each smallθ is an a.s. convergent complex-
Kouritzin, Michael, Ren, Y.-X.
core   +1 more source

Marcinkiewicz-type strong law of large numbers for double arrays of pairwise independent random variables

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 1999
Let {Xij} be a double sequence of pairwise independent random variables.
Dug Hun Hong, Seok Yoon Hwang
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Asymptotic Behavior on a Linear Self-Attracting Diffusion Driven by Fractional Brownian Motion

open access: yesFractal and Fractional, 2022
Let BH={BtH,t≥0} be a fractional Brownian motion with Hurst index 12≤H0 and σ,ν∈R are three parameters. The process is an analogue of the self-attracting diffusion (Cranston and Le Jan, Math. Ann.303 (1995), 87–93).
Litan Yan, Xue Wu, Xiaoyu Xia
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Strong laws of large numbers for general random variables in sublinear expectation spaces

open access: yesJournal of Inequalities and Applications, 2019
In this paper, we obtain the equivalent relations between Kolmogorov maximal inequality and Hájek–Rényi maximal inequality both in moment and capacity types in sublinear expectation spaces.
Weihuan Huang, Panyu Wu
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Concentration inequalities for upper probabilities

open access: yesJournal of Inequalities and Applications, 2020
In this paper, we obtain a Bernstein-type concentration inequality and McDiarmid’s inequality under upper probabilities for exponential independent random variables.
Yuzhen Tan
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Further Spitzer’s law for widely orthant dependent random variables

open access: yesJournal of Inequalities and Applications, 2021
The Spitzer’s law is obtained for the maximum partial sums of widely orthant dependent random variables under more optimal moment conditions.
Pingyan Chen, Jingjing Luo, Soo Hak Sung
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On Some Conditions for Strong Law of Large Numbers for Weighted Sums of END Random Variables under Sublinear Expectations

open access: yesDiscrete Dynamics in Nature and Society, 2019
In this article, we research some conditions for strong law of large numbers (SLLNs) for weighted sums of extended negatively dependent (END) random variables under sublinear expectation space.
Xiaochen Ma, Qunying Wu
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Convergence properties for coordinatewise asymptotically negatively associated random vectors in Hilbert space

open access: yesOpen Mathematics, 2023
In this work, the authors study some convergence results including weak law of large numbers, strong law of large numbers, complete convergence, and complete moment convergence for weighted sums of coordinatewise asymptotically negatively associated ...
He Qihui, Pan Lin
doaj   +1 more source

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