A theorem on the cumulative product of independent random variables

1959 ◽  
Vol 55 (4) ◽  
pp. 333-337 ◽  
Author(s):  
Harold Ruben
Keyword(s):  
Sufficient Conditions ◽  
Random Variables ◽  
Random Variable ◽  
Necessary And Sufficient Conditions ◽  
Independent Random Variables ◽  
Product Theorem ◽  
Image Position ◽  
Introductory Discussion ◽  
Necessary And Sufficient ◽  
Complex Valued

1. Introductory discussion and summary. Consider a sequence {ui} of independent real or complex-valued random variables such that E(ui) = 1, and a sequence of mutually exclusive events S1, S2,…, such that Si depends only on u1, u2, …,ui, with ΣP(Sj) = 1. Define the random variable n = n(u1, u2,…) = m when Sm occurs. We shall obtain the necessary and sufficient conditions under whichreferred to as the product theorem.

On the Lp convergence of sums of independent random variables

1977 ◽  
Vol 82 (3) ◽  
pp. 439-446 ◽  
Author(s):  
Peter Hall
Keyword(s):  
Sufficient Conditions ◽  
Random Variables ◽  
Necessary And Sufficient Conditions ◽  
Independent Random Variables ◽  
Image Position ◽  
Necessary And Sufficient

AbstractLet {Xnj, 1 ≤ j ≤ kn} be independent random variables with zero means and satisfying . Let p ≥ 1. We prove thatif and only if, for all ε > 0,and we use this result to obtain necessary and sufficient conditions for the Lp convergence of sums of non-negative, independent random variables.

scholarly journals Weighted Strong Law of Large Numbers for Random Variables Indexed by a Sector

2011 ◽  
Vol 2011 ◽  
pp. 1-16 ◽  
Author(s):  
Przemysław Matuła ◽  
Michał Seweryn
Keyword(s):  
Law Of Large Numbers ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Necessary And Sufficient Conditions ◽  
Independent Random Variables ◽  
Strong Law ◽  
Large Numbers ◽  
Multidimensional Indices ◽  
Necessary And Sufficient

We find necessary and sufficient conditions for the weighted strong law of large numbers for independent random variables with multidimensional indices belonging to some sector.

scholarly journals Recurrence properties of Processes with stationary independent increments

1964 ◽  
Vol 4 (2) ◽  
pp. 223-228 ◽  
Author(s):  
J. F. C. Kingman
Keyword(s):  
Random Walk ◽  
Continuous Time ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Necessary And Sufficient Conditions ◽  
Independent Increments ◽  
Image Position ◽  
Necessary And Sufficient ◽  
Independent And Identically Distributed

Let X1, X2,…Xn, … be independent and identically distributed random variables, and write . In [2] Chung and Fuchs have established necessary and sufficient conditions for the random walk {Zn} to be recurrent, i.e. for Zn to return infinitely often to every neighbourhood of the origin. The object of this paper is to obtain similar results for the corresponding process in continuous time.

scholarly journals On the law of the iterated logarithm in the infinite variance case

1980 ◽  
Vol 30 (1) ◽  
pp. 5-14 ◽  
Author(s):  
R. A. Maller
Keyword(s):  
Sufficient Conditions ◽  
Random Variables ◽  
Necessary And Sufficient Conditions ◽  
Infinite Variance ◽  
Iterated Logarithm ◽  
The Law ◽  
Necessary And Sufficient ◽  
Independent And Identically Distributed

AbstractThe main purpose of the paper is to give necessary and sufficient conditions for the almost sure boundedness of (Sn – αn)/B(n), where Sn = X1 + X2 + … + XmXi being independent and identically distributed random variables, and αnand B(n) being centering and norming constants. The conditions take the form of the convergence or divergence of a series of a geometric subsequence of the sequence P(Sn − αn > a B(n)), where a is a constant. The theorem is distinguished from previous similar results by the comparative weakness of the subsidiary conditions and the simplicity of the calculations. As an application, a law of the iterated logarithm general enough to include a result of Feller is derived.

scholarly journals Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems

Mathematics ◽  
2020 ◽  
Vol 8 (5) ◽  
pp. 749 ◽  
Author(s):  
Yury Khokhlov ◽  
Victor Korolev ◽  
Alexander Zeifman
Keyword(s):  
Limit Theorems ◽  
Probability Distributions ◽  
Sufficient Conditions ◽  
Stable Distributions ◽  
Necessary And Sufficient Conditions ◽  
Independent Random Variables ◽  
Random Vectors ◽  
Scale Mixtures ◽  
Elliptically Contoured ◽  
Necessary And Sufficient

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate stable distributions. Multivariate analogs of the Mittag–Leffler distribution are introduced. Some properties of these distributions are discussed. The main focus is on the representations of the corresponding random vectors as products of independent random variables and vectors. In these products, relations are traced of the distributions of the involved terms with popular probability distributions. As examples of distributions of the class of scale mixtures of multivariate stable distributions, multivariate generalized Linnik distributions and multivariate generalized Mittag–Leffler distributions are considered in detail. Their relations with multivariate ‘ordinary’ Linnik distributions, multivariate normal, stable and Laplace laws as well as with univariate Mittag–Leffler and generalized Mittag–Leffler distributions are discussed. Limit theorems are proved presenting necessary and sufficient conditions for the convergence of the distributions of random sequences with independent random indices (including sums of a random number of random vectors and multivariate statistics constructed from samples with random sizes) to scale mixtures of multivariate elliptically contoured stable distributions. The property of scale-mixed multivariate elliptically contoured stable distributions to be both scale mixtures of a non-trivial multivariate stable distribution and a normal scale mixture is used to obtain necessary and sufficient conditions for the convergence of the distributions of random sums of random vectors with covariance matrices to the multivariate generalized Linnik distribution.

On the rate of convergence of probabilities of moderate deviations

1970 ◽  
Vol 11 (1) ◽  
pp. 91-94 ◽  
Author(s):  
V. K. Rohatgi
Keyword(s):  
Sufficient Conditions ◽  
Moderate Deviations ◽  
Independent Random Variables ◽  
Standard Normal Distribution ◽  
Positive Real ◽  
Moment Conditions ◽  
Standard Normal ◽  
Image Position ◽  
Necessary And Sufficient ◽  
Asymptotic Forms

Let {Xn: n ≧ 1} be a sequence of independent random variables and write Letand let . Suppose that converges in law to the standard normal distribution (see [5, 280] for necessary and sufficient conditions). Let {xn} be a monotonic sequence of positive real numbers such that xn → ∞ as n → ∞. Then as n → ∞ for all ε > 0. [6] Rubin and Sethuraman call probabilities of the form probabilities of moderate deviations and obtain asymptotic forms for such probabilities under appropriate moment conditions.

Convergence rates in the law of large numbers. II

1968 ◽  
Vol 64 (2) ◽  
pp. 485-488 ◽  
Author(s):  
V. K. Rohatgi
Keyword(s):  
Convergence Rates ◽  
Random Variables ◽  
Almost Sure Convergence ◽  
Random Variable ◽  
Rates Of Convergence ◽  
Independent Random Variables ◽  
Large Numbers ◽  
Present Context ◽  
Image Position ◽  
Uniformly Bounded

Let {Xn: n ≥ 1} be a sequence of independent random variables and write Suppose that the random vairables Xn are uniformly bounded by a random variable X in the sense thatSet qn(x) = Pr(|Xn| > x) and q(x) = Pr(|Xn| > x). If qn ≤ q and E|X|r < ∞ with 0 < r < 2 then we have (see Loève(4), 242)where ak = 0, if 0 < r < 1, and = EXk if 1 ≤ r < 2 and ‘a.s.’ stands for almost sure convergence. the purpose of this paper is to study the rates of convergence ofto zero for arbitrary ε > 0. We shall extend to the present context, results of (3) where the case of identically distributed random variables was treated. The techniques used here are strongly related to those of (3).

Necessary and sufficient conditions for asymptotic decay of oscillations in delayed functional equations

1981 ◽  
Vol 91 (1-2) ◽  
pp. 135-145
Author(s):  
Lu-San Chen ◽  
Cheh-Chih Yeh
Keyword(s):  
Differential Operator ◽  
Functional Equations ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Oscillatory Solutions ◽  
Asymptotic Decay ◽  
Image Position ◽  
Necessary And Sufficient

SynopsisThis paper studies the equationwhere the differential operator Ln is defined byand a necessary and sufficient condition that all oscillatory solutions of the above equation converge to zero asymptotically is presented. The results obtained extend and improve previous ones of Kusano and Onose, and Singh, even in the usual case wherewhere N is an integer with l≦N≦n–1.

A theorem of Stone-Weierstrass type

1966 ◽  
Vol 62 (4) ◽  
pp. 649-666 ◽  
Author(s):  
G. A. Reid
Keyword(s):  
Compact Hausdorff Space ◽  
Hausdorff Space ◽  
Sufficient Conditions ◽  
Continuous Functions ◽  
Necessary And Sufficient Conditions ◽  
Weierstrass Theorem ◽  
Necessary And Sufficient ◽  
Complex Valued

The Stone-Weierstrass theorem gives very simple necessary and sufficient conditions for a subset A of the algebra of all real-valued continuous functions on the compact Hausdorff space X to generate a subalgebra dense in namely, this is so if and only if the functions of A strongly separate the points of X, in other words given any two distinct points of X there exists a function in A taking different values at these points, and given any point of X there exists a function in A non-zero there. In the case of the algebra of all complex-valued continuous functions on X, the same result holds provided that we consider the subalgebra generated by A together with Ā, the set of complex conjugates of the functions in A.

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