Results 21 to 30 of about 41,458 (311)
The weak law of large numbers for nonnegative summands [PDF]
Advances in Applied Probability, 2018 Abstract Khintchine's (necessary and sufficient) slowly varying function condition for the weak law of large numbers (WLLN) for the sum of n nonnegative, independent and identically distributed random variables is used as an overarching (sufficient) condition for the case that the number of summands is more generally [cn],cn→∞.
E. Seneta
openaire +2 more sources
Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
, 1983 This paper is concerned with large- error estimates concerning convergence in distribution as well as norm convergence for Banach space-valued martingale difference sequences. Indeed, two general limit theorems equipped with rates of convergence for such
P. Butzer, L. Hahn, M. Roeckerath
semanticscholar +2 more sources
Rates of convergence for the Nummelin conditional weak law of large numbers
Stochastic Processes and their Applications, 2002 Let \(B\) be a separable Banach space and let \(X_i\) be i.i.d.\ random vectors. Nummelin's conditional weak law of large numbers studies in which situations \[ \lim _{n\to \infty } P( \| S_n/n-a \| 0\), where \(D\subset B\) is an open convex set, \(a\in B\), and \(S_n/n = \sum _{i=1}^n X_i\).
Kuelbs, J., Meda, A.
openaire +2 more sources
A General Weak Law of Large Numbers for Sequences of $L^{p}$ Random Variables
Communications in Mathematics, 2022 Without imposing any conditions on dependence structure, we give a seemingly overlooked simple sufficient condition for $L^{p}$ random variables $X_{1}, X_{2}, \dots$ with given $1 \leq p \leq +\infty$ to satisfy \[\frac{1}{a_{n}}\sum_{i=1}^{b_{n}}(X_{i}
Yu-Lin Chou
semanticscholar +1 more source
Percolation Problems on N-Ary Trees
Mathematics, 2023 Percolation theory is a subject that has been flourishing in recent decades. Because of its simple expression and rich connotation, it is widely used in chemistry, ecology, physics, materials science, infectious diseases, and complex networks.
Tianxiang Ren, Jinwen Wu
doaj +1 more source
A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics [PDF]
SIAM Journal on Financial Mathematics, 2015 This paper studies a limit order book (LOB) model, in which the order dynamics depend on both, the current best available prices and the current volume density functions.
U. Horst, D. Kreher
semanticscholar +1 more source
Asymptotic Performance Analysis of Large-Scale Active IRS-Aided Wireless Network
IEEE Open Journal of the Communications Society, 2023 In this paper, the dominant factor affecting the performance of active intelligent reflecting surface (IRS) aided wireless communication networks in Rayleigh fading channel, namely the average signal-to-noise ratio (SNR) $\gamma _{0}$ at IRS, is ...
Yan Wang +8 more
doaj +1 more source
Laws of large numbers for ratios of uniform random variables
Open Mathematics, 2015 Let {Xnn n ≥ 1} and {Yn, n ≥ 1} be two sequences of uniform random variables. We obtain various strong and weak laws of large numbers for the ratio of these two sequences.
Adler André
doaj +1 more source
Applied Sciences, 2022 The dynamics of a stochastic system that exhibits large fluctuations to a given state are almost deterministic due to weak random perturbations. Such large fluctuations occur with overwhelming probability in the vicinity of the so-called optimal path ...
Feng Zhao, Yang Li, Xianbin Liu
doaj +1 more source
Implicit Subgrid-Scale Modeling of a Mach 2.5 Spatially Developing Turbulent Boundary Layer
Entropy, 2022 We employ numerically implicit subgrid-scale modeling provided by the well-known streamlined upwind/Petrov–Galerkin stabilization for the finite element discretization of advection–diffusion problems in a Large Eddy Simulation (LES) approach. Whereas its
Guillermo Araya, Christian Lagares
doaj +1 more source