Results 21 to 30 of about 1,623,252 (283)
A Strong Law of Large Numbers for Martingales [PDF]
We derive a moment inequality for the Skorohod representation theorem and apply it to obtain a strong law of large numbers for martingales.
Sheu, Shey Shiung, Yao, Yu Shan
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Strong law of large numbers for ρ*-mixing sequences with different distributions
Strong law of large numbers and complete convergence for ρ*-mixing sequences with different distributions are investigated. The results obtained improve the relevant results by Utev and Peligrad (2003).
Guang-Hui Cai
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An extension of Feller’s strong law of large numbers [PDF]
10 pages. arXiv admin note: text overlap with arXiv:1703.07868.
Department of Mathematical Sciences, Lakehead University, Thunder Bay, Ontario, Canada ( host institution ) +3 more
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Doob's Type Inequality and Strong Law of Large Numbers for Demimartingales
We establish some maximal inequalities for demimartingales which generalize the result of Wang (2004). The maximal inequality for demimartingales is used as a key inequality to establish other results including Doob's type maximal inequality, strong ...
Yang Wenzhi +3 more
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Strong Law of Large Numbers for Solutions of Non-Autonomous Stochastic Differential Equations
Background. Asymptotic behavior at infinity of non-autonomous stochastic differential equation solutions is studied in the paper. Objective. The aim of the work is to find sufficient conditions for the strong law of large numbers for a random process ...
Oleg I. Klesov +2 more
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Some strong limit theorems for nonhomogeneous Markov chains indexed by controlled trees
In this paper, a kind of infinite, local finite tree T, named a controlled tree, is introduced. Some strong limit properties, such as the strong law of large numbers and the asymptotic equipartition property, for nonhomogeneous Markov chains indexed by T,
Weicai Peng +4 more
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Strong laws for weighted sums of random variables satisfying generalized Rosenthal type inequalities
Let 1 ≤ p < 2 $1\le ...
Yanchun Yi, Pingyan Chen, Soo Hak Sung
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Moment conditions in strong laws of large numbers for multiple sums and random measures
The validity of the strong law of large numbers for multiple sums $S_n$ of independent identically distributed random variables $Z_k$, $k\leq n$, with $r$-dimensional indices is equivalent to the integrability of $|Z|(\log^+|Z|)^{r-1}$, where $Z$ is the ...
Brunk +23 more
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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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Complete convergence of randomly weighted END sequences and its application
We investigate the complete convergence of partial sums of randomly weighted extended negatively dependent (END) random variables. Some results of complete moment convergence, complete convergence and the strong law of large numbers for this dependent ...
Penghua Li, Xiaoqin Li, Kehan Wu
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