A general method to the strong law of large numbers and its applications (Q2483457): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general method to the strong law of large numbers and its applications |
scientific article |
Statements
A general method to the strong law of large numbers and its applications (English)
0 references
28 April 2008
0 references
A method for proving strong laws of large numbers under very general conditions is presented. The crucial condition is a maximal inequality of Hájek-Rényi type providing sufficiently sharp bounds of a maximal tail probability. The obtained results are applied to sums of both positively associated and negatively associated random sequences. The derived rate of convergence is close to the optimal achievable convergence rate for independent random variables.
0 references
strong laws of large numbers
0 references
maximal inequality
0 references
tail probability
0 references
rate of convergence
0 references
associated random variables
0 references
