Strong laws of large numbers for \(\tilde \rho \)-mixing random variables
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Publication:2267492
DOI10.1016/j.jmaa.2009.12.009zbMath1186.60028OpenAlexW2042373586MaRDI QIDQ2267492
Publication date: 1 March 2010
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.12.009
Related Items (6)
On the almost sure convergence for sums of negatively superadditive dependent random vectors in Hilbert spaces and its application ⋮ Some strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables ⋮ On the convergence for weighted sums of Hilbert-valued coordinatewise pairwise NQD random variables and its application ⋮ On the strong law of large numbers for weighted sums of random variables ⋮ Strong limit theorems for weighted sums of random elements in Banach spaces ⋮ On the Jajte strong law of large numbers
Cites Work
- On Chung-Teicher type strong law of large numbers for \(\rho ^{\ast }\)-mixing random variables
- On the spectral density and asymptotic normality of weakly dependent random fields
- Almost-sure results for a class of dependent random variables
- Equivalent mixing conditions for random fields
- Three theorems on \(\rho^*\)-mixing random fields
- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
- On the asymptotic normality of sequences of weak dependent random variables
- Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
- Maximum of partial sums and an invariance principle for a class of weak dependent random variables
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