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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| English | 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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0.9113998
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0.90989673
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0.9085318
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