Results 41 to 50 of about 166,872,446 (336)

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

Journal 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, Zhao Ting, Wang Xuejun, Hu Shuhe   +3 more
doaj   +1 more source

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

Наукові 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, Ilona I. Sirenka, Olena A. Tymoshenko   +2 more
doaj   +1 more source

A Multivalued Strong Law of Large Numbers [PDF]

Journal of Theoretical Probability, 2014
Research partially funded by Spain's Ministerio de Ciencia e Innovación (TIN2008- 06796-C04-04, MTM2011-22993, ECO1022-24181).
openaire   +2 more sources

Conditional Strong Law of Large Numbers under G-Expectations

Symmetry
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

The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces [PDF]

, 2012
summary:We establish the Doob inequality for martingale difference arrays and provide a sufficient condition so that the strong law of large numbers would hold for an arbitrary array of random elements without imposing any geometric condition on the ...
Quang, Nguyen Van, Huan, Nguyen Van
core   +1 more source

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

Journal 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, Jie Liu, Yongchao Hou, Peishu Chen, Jueping Bu   +4 more
doaj   +1 more source

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

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

On a General Approach to the Strong Laws of Large Numbers* [PDF]

Journal of Mathematical Sciences, 2014
19 ...
openaire   +2 more sources

Complete convergence of randomly weighted END sequences and its application

Journal 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

Strong law of large numbers for the L1-Karcher mean

, 2020
Sturm's strong law of large numbers in CAT ( 0 ) spaces has been an influential tool to study the geometric mean or also called Karcher barycenter of positive definite matrices. It provides an easily computable stochastic approximation based on inductive
Y. Lim, Miklós Pálfia
semanticscholar   +1 more source