On the law of large numbers for weakly dependent random variables (Q2571503)
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scientific article; zbMATH DE number 2227995
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| English | On the law of large numbers for weakly dependent random variables |
scientific article; zbMATH DE number 2227995 |
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On the law of large numbers for weakly dependent random variables (English)
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11 November 2005
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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.
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Hsu-Robbins law of large numbers
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Spitzer law of large numbers
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\(m\)-dependent random variables
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\(\varphi\)-mixing random variables
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0.8480444550514221
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0.8443116545677185
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