On convergence properties of sums of dependent random variables under second moment and covariance restrictions

DOI10.1016/J.SPL.2008.01.073zbMATH Open1283.60049OpenAlexW2080967273MaRDI QIDQ730701FDOQ730701

Andrei Volodin, Andrew Rosalsky, Tienchung Hu

Publication date: 30 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.073

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cited In (19)

• Maximal inequalities for dependent random variables and applications
• A two-sample test for the equality of univariate marginal distributions for high-dimensional data
• An index for asymptotical behavior of adjusted sequences
• Asymptotically Pointwise Optimal Change Detection in Multiple Channels
• The strong law of large numbers for sums of randomly chosen random variables
• The weakly dependent strong law of large numbers revisited
• Spatial growth processes with long range dispersion: microscopics, mesoscopics and discrepancy in spread rate
• A note on strong convergence of sums of dependent random variables
• Identification of switched autoregressive exogenous systems from large noisy datasets
• Laws of large numbers for q-dependent random variables and nonextensive statistical mechanics
• Hierarchical MPC schemes for periodic systems using stochastic programming
• Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes
• Strong law of large numbers for functionals of random fields with unboundedly increasing covariances
• On the strong law of large numbers for sequences of random variables without the independence condition
• Porosities of Mandelbrot percolation
• Title not available (Why is that?)
• On the behavior of the DFA and DCCA in trend-stationary processes
• A generalization of the Men'shov-Rademacher theorem
• Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion

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