A general strong law of large numbers and applications to associated sequences and to extreme value theory

MaRDI QIDQ2803034zbMATH OpenFDO

Authors Harouna Sangare, Gane Samb Lo

Publication date 3 May 2016

Published in Annales Mathematicae et Informaticae (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.08304

zbMATH Keywords

associationextreme value theorystrong law of large numberspositive dependenceHill's estimatornegatively associatedmax-variance(r) propertysquared indices methodHájek-Rényi inequality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Strong limit theorems (60F15)

Abstract: The purpose of this paper is to establish a general strong law of large numbers (SLLN) for arbitrary sequences of random variables (rv's) based on the squared indice method and to provide applications to SLLN of associated sequences. This SLLN is compared to those based on the H'ajek-R'enyi type inequality. Nontrivial examples are given. An interesting issue that is related to extreme value theory (EVT) is handled here.

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