Strong law of large numbers for pairwise positive quadrant dependent random variables
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Publication:625310
DOI10.1007/S11203-008-9023-6zbMath1205.60065OpenAlexW2020598440MaRDI QIDQ625310
Publication date: 15 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-008-9023-6
rate of convergenceMarkov chainassociated random variablespositive quadrant dependencestochastic equicontinuity
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