Results 21 to 30 of about 1,623,252 (283)

A Strong Law of Large Numbers for Martingales [PDF]

open access: yesProceedings of the American Mathematical Society, 1984
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
openaire   +1 more source

Strong law of large numbers for ρ*-mixing sequences with different distributions

open access: yesDiscrete Dynamics in Nature and Society, 2006
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
doaj   +1 more source

An extension of Feller’s strong law of large numbers [PDF]

open access: yesStatistics & Probability Letters, 2018
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
openaire   +4 more sources

Doob's Type Inequality and Strong Law of Large Numbers for Demimartingales

open access: yesJournal of Inequalities and Applications, 2010
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
doaj   +1 more source

Strong Law of Large Numbers for Solutions of Non-Autonomous Stochastic Differential Equations

open access: yesНаукові вісті Національного технічного університету України "Київський політехнічний інститут", 2017
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
doaj   +1 more source

Some strong limit theorems for nonhomogeneous Markov chains indexed by controlled trees

open access: yesJournal of Inequalities and Applications, 2016
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
doaj   +1 more source

Strong laws for weighted sums of random variables satisfying generalized Rosenthal type inequalities

open access: yesJournal of Inequalities and Applications, 2020
Let 1 ≤ p < 2 $1\le ...
Yanchun Yi, Pingyan Chen, Soo Hak Sung
doaj   +1 more source

Moment conditions in strong laws of large numbers for multiple sums and random measures

open access: yes, 2017
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
core   +1 more source

On Some Conditions for Strong Law of Large Numbers for Weighted Sums of END Random Variables under Sublinear Expectations

open access: yesDiscrete Dynamics in Nature and Society, 2019
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
doaj   +1 more source

Complete convergence of randomly weighted END sequences and its application

open access: yesJournal of Inequalities and Applications, 2017
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
doaj   +1 more source

Home - About - Disclaimer - Privacy