Weak law of large numbers and complete convergence for general dependent sequences (Q6155542)

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scientific article; zbMATH DE number 7692647
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Weak law of large numbers and complete convergence for general dependent sequences
scientific article; zbMATH DE number 7692647

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    Weak law of large numbers and complete convergence for general dependent sequences (English)
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    5 June 2023
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    This paper is concerned with sufficient conditions for the weak law of large numbers (WLLN) for sequences of dependent random variables. First the authors establish a sufficient condition for the WLLN in a general setup, and then further sufficient conditions are obtained for the special cases of pairwise negatively quadrant dependent sequences, widely orthant dependent sequences, and \(\rho^*\)-mixing sequences. A further application of the general theorem yields a characterization of complete convergence of sequences of dependent random variables.
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    weak law of large numbers
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    complete convergence
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    pairwise negatively quadrant dependent sequence
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    widely orthant dependent sequence
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    \(\rho^*\)-mixing sequence
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