共查询到20条相似文献,搜索用时 13 毫秒
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Nasrollah Etemadi 《Journal of multivariate analysis》1983,13(1):187-193
Strong laws of large numbers concerning nonnegative random variables are obtained and then they are utilized to establish stability results, among other things, for sums of pairwise independent random variables and the range of random walks. 相似文献
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Shan-chao YANG & Min CHEN Deptartment of Mathematics Guangxi Normal University Guilin China Academy of Mathematics Systems Science Chinese Academy of Sciences Beijing China 《中国科学A辑(英文版)》2007,50(5):705-714
Some exponential inequalities for partial sums of associated random variables are established. These inequalities improve the corresponding results obtained by Ioannides and Roussas (1999), and Oliveira (2005). As application, some strong laws of large numbers are given. For the case of geometrically decreasing covariances, we obtain the rate of convergence n-1/2(log log n)1/2(logn) which is close to the optimal achievable convergence rate for independent random variables under an iterated logarithm, while Ioannides and Roussas (1999), and Oliveira (2005) only got n-1/3(logn)2/3 and n-1/3(logn)5/3, separately. 相似文献
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Summary Moment inqualities and strong laws of large numbers are proved for random allocations of balls into boxes. Random broken lines
and random step lines are constructed using partial sums of i.i.d. random variables that are modified by random allocations.
Functional limit theorems for such random processes are obtained. 相似文献
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In this paper, we establish some weak laws of large numbers for arrays of dependent random variables satisfying the conditions of a kind of uniform integrability. Our results extend and improve the corresponding ones. 相似文献
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In this paper, Kolmogorov's strong law of large numbers for sums of independent and level-wise identically distributed fuzzy random variables is obtained. 相似文献
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Yongfeng Wu 《Journal of Mathematical Analysis and Applications》2011,377(2):613-623
Under some conditions of uniform integrability and appropriate conditions, mean convergence theorems and weak laws of large numbers for weighted sums of dependent random variables are obtained. Our results extend and improve the results of [H.S. Sung, S. Lisawadi, A. Volodin, Weak laws of large numbers for arrays under a condition of uniform integrability, J. Korean Math. Soc. 45 (2008) 289-300] and [M. Ordóñez Cabrera, A. Volodin, Mean convergence theorems and weak laws of large numbers for weighted sums of random variables under a condition of weighted integrability, J. Math. Anal. Appl. 305 (2005) 644-658]. 相似文献
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A limit of a sequence of fuzzy numbers is defined and its some properties are shown. Based on these concept and properties, an independent sequence of fuzzy random variables is considered and a strong law of large numbers for fuzzy random variables is shown. 相似文献
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The purpose of this paper is to show the equivalence of almost sure convergence of Sn/n, n ≥ 1 and lim supn→∞Sn/n < ∞ a.e., where Sn = X1 + X2 + … + Xn and X1, X2,… are independent identically distributed random elements in a separable Banach space with EX1 < ∞. This result disproves a result of Pop-Stojanovic [8]. 相似文献
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Carol Alf 《Journal of multivariate analysis》1975,5(3):322-329
In this paper, results of Lai, Heyde, and Rohatgi concerning the convergence rates for the laws of large numbers are extended for the case of independent random variables taking values in a separable Banach space. 相似文献
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Necessary and sufficient conditions for the validity of the strong law of large numbers for pairwise negatively dependent random variables with infinite means are formulated. 相似文献
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In this paper, some laws of large numbers are established for random variables that satisfy the Pareto distribution, so that the relevant conclusions in the traditional probability space are extended to the sub-linear expectation space. Based on the Pareto distribution, we obtain the weak law of large numbers and strong law of large numbers of the weighted sum of some independent random variable sequences. 相似文献
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In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results. 相似文献
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In this paper a mixed random walk on nonnegative matrices has been studied. Under reasonable conditions, existence of a unique
invariant probability measure and a law of large numbers have been established for such walks. 相似文献
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Ross G. Pinsky 《Random Structures and Algorithms》2006,29(3):277-295
Let the random variable Zn,k denote the number of increasing subsequences of length k in a random permutation from Sn, the symmetric group of permutations of {1,…,n}. We show that Var(Z) = o((EZ)2) as n → ∞ if and only if . In particular then, the weak law of large numbers holds for Z if ; that is, We also show the following approximation result for the uniform measure Un on Sn. Define the probability measure μ on Sn by where U denotes the uniform measure on the subset of permutations that contain the increasing subsequence {x1,x2,…,x}. Then the weak law of large numbers holds for Z if and only if where ∣∣˙∣∣ denotes the total variation norm. In particular then, (*) holds if . In order to evaluate the asymptotic behavior of the second moment, we need to analyze occupation times of certain conditioned two‐dimensional random walks. © 2005 Wiley Periodicals, Inc. Random Struct. Alg., 2006 相似文献
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关于M值随机序列的一个普遍成立的强大数定理 总被引:4,自引:3,他引:1
汪忠志 《纯粹数学与应用数学》2004,20(4):327-333
利用区间剖分法构造几乎处处收敛的鞅,得到了一个对任意M-值随机变量序列普遍成立的强极限定理,作为推论得到一个精细的Borel—Cantelli引理. 相似文献
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Our aim is to present some limit theorems for capacities.We consider a sequence of pairwise negatively correlated random variables.We obtain laws of large numbers for upper probabilities and 2-alternating capacities,using some results in the classical probability theory and a non-additive version of Chebyshev’s inequality and Boral-Contelli lemma for capacities. 相似文献
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V. Dobric 《Journal of Theoretical Probability》1990,3(4):489-496
LetB be a Banach space with the Radon-Nikodym property and (S, , ) a probability space. Then anf: SB satisfies the strong law of large numbers if and only if there exists a Bochner integrable functionf
1 and a Pettis integrable functionf
2,f
2f
2=0 in the Glivenko-Cantelli norm, such thatf=f
1+f
2. The composition is unique. 相似文献