On the law of large numbers for weakly dependent random variables (Q2571503)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the law of large numbers for weakly dependent random variables |
scientific article |
Statements
On the law of large numbers for weakly dependent random variables (English)
0 references
11 November 2005
0 references
The author presents the Hsu-Robbins law of large numbers (for all \(\varepsilon> 0\), \(\sum_{n\geq 1}P[|X_1+\cdots+ X_n|> n\varepsilon]< \infty)\) and the Spitzer law of large numbers (for all \(\varepsilon> 0\), \(\sum_{n\geq 1} {1\over n} P[|X_1+\cdots+ X_n|> n\varepsilon]<\infty)\) for \(m\)-dependent and \(\varphi\)-mixing random variables. He does not assume that the random variables are identically distributed.
0 references
Hsu-Robbins law of large numbers
0 references
Spitzer law of large numbers
0 references
\(m\)-dependent random variables
0 references
\(\varphi\)-mixing random variables
0 references