Weighted strong law of large numbers for random variables indexed by a sector
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Publication:764416
DOI10.1155/2011/701952zbMATH Open1235.60024OpenAlexW2112941335WikidataQ58692054 ScholiaQ58692054MaRDI QIDQ764416FDOQ764416
Authors: Przemysław Matuła, Michał T. Seweryn 
Publication date: 13 March 2012
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/701952
Cites Work
- Strong law of large numbers for multiple sums of independent, identically distributed random variables
- On the strong law of large numbers
- On almost sure limiting behavior of weighted sums of random fields
- Strong laws of large numbers for \(r\)-dimensional arrays of random variables
- Maximal inequalities for multidimensionally indexed submartingale arrays
- A Limit Theoerm for Random Variables with Infinite Moments
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- Sums of independent random variables on partially ordered sets
- Strong laws for independent identically distributed random variables indexed by a sector
- Local conditional expectations and an application to a central limit theorem on a locally compact Abelian group
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- Strong law of large numbers for multiple sums whose indices belong to a sector with function boundaries
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