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A law of large numbers for large economies [PDF]
Economic Theory, 1988 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On the Strong Law of Large Numbers [PDF]
Proceedings of the American Mathematical Society, 1970 indicator variables given by F*(X) = 1 if | Sk — kp\ =\k, and 0 otherwise, and let JV»(X) = z2? ^(X)- Then ATM(X) = Jji" Yk(\) is precisely the "finitely many" random variable of the Strong Law of Large Numbers. Indeed, this law may be formulated in terms of this counting variable as in the following. Strong law of large numbers.
Slivka, J., Severo, N. C.
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Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips [PDF]
, 2012 We study asymptotic properties of spatially non-homogeneous random walks with non-integrable increments, including transience, almost-sure bounds, and existence and non existence of moments for first-passage and last-exit times.
MacPhee, Iain M. +9 more
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On conditions for the strong law of large numbers in general Banach spaces
International Journal of Mathematics and Mathematical Sciences, 2000 We give Chung-Teicher type conditions for the SLLN in general Banach spaces under the assumption that the weak law of large numbers holds. An example is provided showing that these conditions can hold when some earlier known conditions fail.
Anna Kuczmaszewska, Dominik Szynal
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Laws of large numbers for ratios of uniform random variables
Open 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
Abstract 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
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A law of large numbers for weighted majority [PDF]
Advances in Applied Mathematics, 2006 Consider an election between two candidates in which the voters' choices are random and independent and the probability of a voter choosing the first candidate is $p>1/2$. Condorcet's Jury Theorem which he derived from the weak law of large numbers asserts that if the number of voters tends to infinity then the probability that the first candidate ...
Olle Häggström +2 more
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International 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
Fractal 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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Complete Convergence and the Law of Large Numbers [PDF]
Proceedings of the National Academy of Sciences, 1947 We begin by listing some standard definitions in the theory of probability. A probability space is a set Ω of elements ω together with a σ-field m of subsets of Ω on which is defined a completely additive measure P such that P(Ω) = 1. A real-valued P-meastirable function X = X (ω) is a random variable, and the function \(F\left( x \right) = P\left\{ {X
Hsu, P. L., Robbins, Herbert
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