Results 21 to 30 of about 166,913,906 (202)
Laws of large numbers for ratios of uniform random variables
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
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 Strong Law of Large Numbers for Super-stable Processes. [PDF]
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.
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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
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
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
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
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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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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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
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