On the law of large numbers for weakly dependent random variables (Q2571503)

From MaRDI portal
Revision as of 08:36, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    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