Conditional Strong Law of Large Numbers under G-Expectations
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
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Some limit theorems for weighted negative quadrant dependent random variables with infinite mean
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
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Convergence rates in the law of large numbers. II
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
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Strong Law of Large Numbers for Betti Numbers in the Thermodynamic Regime [PDF]
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
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Some limit properties for a hidden inhomogeneous Markov chain
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
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Law of large numbers for the spectral radius of random matrix products [PDF]
: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
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Stop calling Bernoulli’s law of large numbers his "Golden Theorem" (Please?)
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
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The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces [PDF]
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
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A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages [PDF]
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
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Characterization of risk: a sharp law of large numbers [PDF]
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.
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