Random means generated by random variables: expectation and limit theorems
From MaRDI portal
Abstract: We introduce the notion of a random mean generated by a random variable and give a construction of its expected value. We derive some sufficient conditions under which strong laws of large numbers and some limit theorems hold for random means generated by the elements of a sequence of independent and identically distributed random variables.
Recommendations
- On the law of large numbers for nonlinear mean random variables
- A strong law of large numbers for iterated functions of independent random variables
- scientific article; zbMATH DE number 1536471
- A class of strong limit theorems of sequences of arbitrary B-valued random variables related to conditional expectations
- Laws of large numbers for certain abstract means
Cites work
- An invitation to statistics in Wasserstein space
- Analysis in Banach Spaces
- Gaussian iterative algorithm and integrated automorphism equation for random means
- Gaussian measures in Banach spaces
- scientific article; zbMATH DE number 3680123 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- Invariance of means
- On the local and global comparison of generalized Bajraktarević means
- Random measures, theory and applications
- Random-valued functions and iterative functional equations
- Weak law of large numbers for iterates of random-valued functions
Cited in
(3)
This page was built for publication: Random means generated by random variables: expectation and limit theorems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2242610)
