Results 11 to 20 of about 41,458 (311)

On the weak law of large numbers for normed weighted sums of I.I.D. random variables [PDF]

International Journal of Mathematics and Mathematical Sciences, 1991
For weighted sums ∑j=1najYj of independent and identically distributed random variables {Yn,n≥1}, a general weak law of large numbers of the form (∑j=1najYj−νn)/bn→P0 is established where {νn,n≥1} and {bn,n≥1} are statable constants.
André Adler, Andrew Rosalsky
doaj   +3 more sources

A Weak Law of Large Numbers for Dependent Random Variables [PDF]

Theory of Probability & Its Applications, 2023
Любая последовательность $f_1, f_2, …$ случайных величин, удовлетворяющая условию $\lim_{M\to\infty}(M \sup_{k\in \mathbf N} \mathbf{P}(|f_k|> M))=0$, содержит подпоследовательность $f_{k_1}, f_{k_2}, …$, которая вместе со всеми своими подпоследовательностями удовлетворяет слабому закону больших чисел $\lim_{N\to\infty} ((1/N) \sum^N_{n=1} f_{k_n ...
Karatzas, I., Schachermayer, W.
openaire   +4 more sources

A weak law of large numbers for realised covariation in a Hilbert space setting [PDF]

Stochastic Processes and their Applications, 2020
This article generalises the concept of realised covariation to Hilbert-space-valued stochastic processes. More precisely, based on high-frequency functional data, we construct an estimator of the trace-class operator-valued integrated volatility process
F. Benth, Dennis Schroers, Almut E. D. Veraart   +2 more
semanticscholar   +3 more sources

Weak law of large numbers for linear processes [PDF]

Acta Mathematica Hungarica, 2016
17 ...
Characiejus, V., Račkauskas, A.
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General Weak Laws of Large Numbers for Bootstrap Sample Means [PDF]

SSRN Electronic Journal, 2004
AMS classifications: 60F05, 62G09; 62G20.
Einmahl, J.H.J., Rosalsky, A.
openaire   +7 more sources

Ergodicity in Stationary Graph Processes: A Weak Law of Large Numbers [PDF]

IEEE Transactions on Signal Processing, 2019
For stationary signals in time the weak law of large numbers (WLLN) states that ensemble and realization averages are within e of each other with a probability of order O(1/Ne^2) when considering N signal components. The graph WLLN introduced in this paper shows that the same is essentially true for signals supported on graphs.
Fernando Gama, Alejandro Ribeiro
openaire   +4 more sources

A note on weak law of large numbers for weighted sums of negatively associated random variables and an application

Journal of Inequalities and Applications
This paper establishes novel theoretical results concerning weighted sums of negatively associated random variables, specifically demonstrating both the weak law of large numbers and its corresponding convergence rate.
Qihui He, Qingsong Sun
doaj   +2 more sources

Moderate Laws of Large Numbers via Weak Laws

, 2020
By a $moderate$ $law$ $of$ $large$ $numbers$ we mean any theorem whose conclusion includes the $L^{p}$-vanishment of the sequence of the sample means of some centered random variables with $1 \leq p < +\infty$ given.Given any $1 \leq p < +\infty$ and any $\eps > 0$,we prove a moderate law of large numbers for $L^{p+\eps}$-bounded
Yu-Lin Chou
openaire   +3 more sources

On conditions for the strong law of large numbers in general Banach spaces [PDF]

International Journal of Mathematics and Mathematical Sciences, 2000
We give Chung-Teicher type conditions for the SLLN in general Banach spaces under the assumption that the weak law of large numbers holds. An example is provided showing that these conditions can hold when some earlier known conditions fail.
Anna Kuczmaszewska, Dominik Szynal
doaj   +2 more sources

Law of Large Numbers under Choquet Expectations [PDF]

Abstract and Applied Analysis, 2014
With a new notion of independence of random variables, we establish the nonadditive version of weak law of large numbers (LLN) for the independent and identically distributed (IID) random variables under Choquet expectations induced by 2-alternating ...
Jing Chen
doaj   +2 more sources