共查询到20条相似文献,搜索用时 15 毫秒
1.
V. A. Egorov 《Vestnik St. Petersburg University: Mathematics》2017,50(1):11-14
In his recent paper published in Vestnik St. Petersburg University, Ser. Mathematics, V.V. Petrov found new sufficient conditions for the fulfillment of the strong law of large numbers for sequences of random variables stationary in the broad sense. These conditions are expressed in terms of second moments. In this paper, by using the ergodic theorem, similar problems are solved for sequences of random variables stationary in the narrow sense. In the absence of second moments, the statements of conditions involve the truncated second moments of truncated random variables. At the end of the paper, an example of a stationary sequence of random variables which is not ergodic but obeys the strong law of large numbers is given. 相似文献
2.
New sufficient conditions for the applicability of the strong law of large numbers are established for sequences of random
variables without the independence conditions. Results on strong stability of sums of dependent random variables are also
obtained. No particular type of dependence between random variables of a sequence is assumed. Only conditions related to moments
of random variables and their sums are used. It is shown that the results obtained are unimprovable in certain sense. These
results are generalizations of some results of N. Etemadi proved under more restrictive conditions. 相似文献
3.
利用随机变量的截尾研究任意随机变量序列的性质,建立了一类矩条件下任意随机变量序列的强极限定理.作为推论,得到了可列非齐次马尔可夫过程的一个强极限定理,推广了鞅差序列当1≤p≤2和p≥2时的Chow定理,相应的一些已有结果和若干经典的关于独立随机变量序列的强大数定律是本文的特例。 相似文献
4.
V. V. Petrov 《Vestnik St. Petersburg University: Mathematics》2017,50(1):32-34
Sufficient conditions for the applicability of the law of the iterated logarithm to sequences of dependent random variables are obtained. As a corollary, a theorem on the law of the iterated logarithm for a sequence of m-orthogonal random variables is proved. 相似文献
5.
??Examining the conditions of positively or negatively associated
sequences of random variables obeying the strong law of large numbers provided by
Alexander, the sequences of Gaussian random variables, nonnegative and uniformly bounded
sequences of random variables with general dependent structure were studied, and the
sufficient conditions for they obeying the strong law of large numbers were given. At
last, an example for Gaussian sequence satisfying the strong law of large numbers was
given. 相似文献
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In this paper, the complete qth moment convergence for weighted sums of sequences of negatively orthant dependent random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete qth moment convergence for weighted sums of sequences of negatively orthant dependent random variables are established. These results not only extend the corresponding results obtained by Li and Sp\v{a}taru\ucite{4}, Liang et al.\ucite{5}, Guo\ucite{6} and Gut\ucite{21} to sequences of negatively orthant dependent random variables, but also improve them. 相似文献
8.
In this paper we prove a Strassen version of the law of the iterated logarithm for some sequences of weakly asymptotically independant Banach space valued gaussian random variables which converge in distribution, and we prove that the central limit theorem implies the functional form of the law of the iterated logarithm for the partial sums of certain Banach space valued gaussian sequences.Furthermore we give conditions for the convergence in distribution of sequences of gaussian random variables and gaussian stochastic processes, and these conditions permit us to prove that our results generalize in the gaussian case all similar results known to the authors at present. 相似文献
9.
Zbigniew S. Szewczak 《Journal of multivariate analysis》2001,78(2):64
For a nonnegative strictly stationary random sequence satisfying the “minimal” dependence condition necessary and sufficient conditions for the relative stability are found. As an application the well-known Khinchine stability result for i.i.d. random variables is proved for uniformly strong mixing sequences. 相似文献
10.
Hao Yu 《Probability Theory and Related Fields》1993,95(3):357-370
Summary With the help of an extension of Hoeffding's equality, we develop a way for estimating the covariance structures for empirical functions of associated sequences in terms of covariances of the original random variables. Based on these estimations, a Glivenko-Cantelli lemma for associated sequences and weak convergence for empirical processes of stationary associated sequences are obtained, all under the conditions on covariances of the original random variables.This research has been supported partially by a scholarship from the Faculty of Graduate Studies and Research of Carleton University, Ottawa, and by an NSERC Canada grant of M. Csörg 相似文献
11.
For a sequence of random variables, a new set of properties called Cesàro α-Integrability and Strong Cesàro α-Integrability
was recently introduced in an earlier paper and these properties were used to prove several new laws of large numbers, namely
both Strong and Weak Laws of Large Numbers for pairwise-independent random variables as well as WLLN for some dependent sequences
of random variables. In this paper, a set of weaker conditions called Residual Cesàro α-Integrability and Strong Residual
Cesàro α-Integrability are introduced and significant improvements over earlier results are obtained. In addition, new results
on L
p
-convergence, for 0 < p < 2, and SLLN for some dependent sequences are proved.
相似文献
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14.
B. L. S. Prakasa Rao 《Annals of the Institute of Statistical Mathematics》2009,61(2):441-460
Some properties of conditionally independent random variables are studied. Conditional versions of generalized Borel-Cantelli
lemma, generalized Kolmogorov’s inequality and generalized Hájek-Rényi inequality are proved. As applications, a conditional
version of the strong law of large numbers for conditionally independent random variables and a conditional version of the
Kolmogorov’s strong law of large numbers for conditionally independent random variables with identical conditional distributions
are obtained. The notions of conditional strong mixing and conditional association for a sequence of random variables are
introduced. Some covariance inequalities and a central limit theorem for such sequences are mentioned. 相似文献
15.
B值随机变量序列的局部收敛定理 总被引:3,自引:0,他引:3
本文的目的是研究B值随机变量序列的局部收敛定理。作为推论,得到了一类B值鞅差序列的极限定理和若干经典的独立随机变量序列的极限定理。 相似文献
16.
冯凤香 《纯粹数学与应用数学》2010,26(4):570-575
利用矩不等式和截尾的方法,讨论了不同分布的φ混合序列的最大值不等式.作为应用,获得了混合序列的一阶矩及p(p〉1)阶矩分别存在有限的充分条件,这是一个与独立同分布情形一致的结果. 相似文献
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18.
《Stochastic Processes and their Applications》1986,22(1):145-160
De Finetti's Theorem reveals a simple explicit structure for an infinite exchangeable sequence of zero-one random variables. Although more general results are known, simple explicit results might be expected in particular settings. In this paper such results are obtained for exchangeable sequences of infinitely divisible Poisson random variables and random vectors. The methods employed are elementary, except in that they involve appeal to moment theorems. 相似文献
19.
V. V. Petrov 《Journal of Mathematical Sciences》2003,118(6):5607-5609
Sufficient conditions are given for the applicability of the law of the iterated logarithm to sequences of independent random variables. These conditions do not include assumptions on the existence of any moments. Bibliography: 5 titles. 相似文献
20.
We consider the bounded and compact laws of the iterated logarithm for weakly dependent Hilbert space valued random variables. Under optimal moment conditions, we prove the bounded and compact laws of the iterated logarithm for sequences of identically distributed Hilbert space valued random variables satisfying the uniform strong mixing condition. 相似文献