A Weak Law of Large Numbers for Dependent Random Variables

DOI10.1137/S0040585X97T991593MaRDI QIDQ6090353zbMATH OpenFDO

Authors Ioannis Karatzas, Walter Schachermayer

Publication date 14 November 2023

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2204.10681

zbMATH Keywords

generalized expectationhereditary convergencenonlinear expectationtruncationweak convergenceweak law of large numbers

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Abstract: Every sequence $f_1,f_2,cdots,$ of random variables with $$ contains a subsequence $f_{k_1},f_{k_2},cdots,$ that satisfies, along with all its subsequences, the weak law of large numbers: $$ in probability. Here $,D_N,$ is a "corrector" random variable with values in $[-N,N]$, for each $NinmathbbN$; these correctors are all equal to zero if, in addition, $$ holds for every $Min(0,infty),.$

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Cited in

(9)

• Weak law of large numbers for linear processes
• The strong law of large numbers for dependent random variables
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• scientific article; zbMATH DE number 3915314 (Why is no real title available?)
• scientific article; zbMATH DE number 2020109 (Why is no real title available?)
• Weak law of large numbers and complete convergence for general dependent sequences
• A general weak law of large numbers for sequences of \(L^p\) random variables
• On the law of large numbers for nonidentically distributed weakly dependent summands

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