Results 31 to 40 of about 166,913,906 (202)

Conditional Strong Law of Large Numbers under G-Expectations

open access: yesSymmetry
In this paper, we investigate two types of the conditional strong law of large numbers with a new notion of conditionally independent random variables under G-expectation which are related to the symmetry G-function.
Jiaqi Zhang, Yanyan Tang, Jie Xiong
semanticscholar   +1 more source

Some limit theorems for weighted negative quadrant dependent random variables with infinite mean

open access: yesJournal of Inequalities and Applications, 2018
In the present paper, we will investigate weak laws of large numbers for weighted pairwise NQD random variables with infinite mean. The almost sure upper and lower bounds for a particular normalized weighted sum of pairwise NQD nonnegative random ...
Fuqiang Ma, Jianmin Li, Tiantian Hou
doaj   +1 more source

Convergence rates in the law of large numbers. II

open access: yesMathematical Proceedings of the Cambridge Philosophical Society, 1963
Let {Xn: n ≥ 1} be a sequence of independent random variables and write Suppose that the random vairables Xn are uniformly bounded by a random variable X in the sense that Set qn(x) = Pr(|Xn| > x) and q(x) = Pr(|Xn| > x). If qn ≤ q and E|X|r < ∞ with 0 <
L. Baum, M. Katz
semanticscholar   +1 more source

Strong Law of Large Numbers for Betti Numbers in the Thermodynamic Regime [PDF]

open access: yesJournal of statistical physics, 2018
We establish the strong law of large numbers for Betti numbers of random Čech complexes built on $${\mathbb {R}}^N$$RN-valued binomial point processes and related Poisson point processes in the thermodynamic regime.
Akshay Goel, K. Trinh, K. Tsunoda
semanticscholar   +1 more source

Some limit properties for a hidden inhomogeneous Markov chain

open access: yesJournal of Inequalities and Applications, 2018
This paper presents a general strong limit theorem for delayed sum of functions of random variables for a hidden time inhomogeneous Markov chain (HTIMC), and as corollaries, some strong laws of large numbers for HTIMC are established thereby.
Yun Dong, Fang-qing Ding, Qi-feng Yao
doaj   +1 more source

Law of large numbers for the spectral radius of random matrix products [PDF]

open access: yesAmerican Journal of Mathematics, 2019
:We prove that the spectral radius of an i.i.d. random walk on ${\rm GL}_d(\Bbb{C})$ satisfies a strong law of large numbers under finite second moment assumption and a weak law of large numbers under finite first moment.
Richard Aoun, Cagri Sert
semanticscholar   +1 more source

Stop calling Bernoulli’s law of large numbers his "Golden Theorem" (Please?)

open access: yesRevista Brasileira de História da Matemática
 Jakob Bernoulli (1655 - 1705) proved the first form of the law of large numbers before 1690 and realized the range of applications of probability calculus would be largely widened by the result.
Marcio Alves Diniz
doaj   +1 more source

The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces [PDF]

open access: yesJournal of Mathematical Analysis and Applications, 2019
In this paper we generalize the Hajek-Renyi-Chow maximal inequality for submartingales to $L^p$ type Riesz spaces with conditional expectation operators.
Wen-Chi Kuo, David F. Rodda, B. Watson
semanticscholar   +1 more source

A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages [PDF]

open access: yesE S A I M: Probability & Statistics, 2017
We are interested in the dynamic of a structured branching population where the trait of each individual moves according to a Markov process. The rate of division of each individual is a function of its trait and when a branching event occurs, the trait ...
A. Marguet
semanticscholar   +1 more source

Characterization of risk: a sharp law of large numbers [PDF]

open access: yes, 2007
An extensive literature in economics uses a continuum of random variables to model individual random shocks imposed on a large population. Let H denote the Hilbert space of square-integrable random variables.
Sun, Yeneng, Hammond, Peter J.
core  

Home - About - Disclaimer - Privacy