scholarly journals Moderate Laws of Large Numbers via Weak Laws

2020 ◽  
Author(s):  
Yu-Lin Chou

By a $moderate$ $law$ $of$ $large$ $numbers$ we mean any theorem whose conclusion includes the $L^{p}$-vanishment of the sequence of the sample means of some centered random variables with $1 \leq p < +\infty$ given.Given any $1 \leq p < +\infty$ and any $\eps > 0$,we prove a moderate law of large numbers for $L^{p+\eps}$-bounded random variables that obey a weak law.Thus our moderate laws in particular complement those obtained from the martingale theory,and establish the counterintuitive fact that (for$L^{p+\eps}$-bounded random variables) where there is a weak law there is a moderate law.

1995 ◽  
Vol 11 (2) ◽  
pp. 347-358 ◽  
Author(s):  
R.M. de Jong

This paper provides weak and strong laws of large numbers for weakly dependent heterogeneous random variables. The weak laws of large numbers presented extend known results to the case of trended random variables. The main feature of our strong law of large numbers for mixingale sequences is the less strict decay rate that is imposed on the mixingale numbers as compared to previous results.


2017 ◽  
Vol 31 (15) ◽  
pp. 1750117
Author(s):  
Marco A. S. Trindade

In this work, we prove a weak law and a strong law of large numbers through the concept of [Formula: see text]-product for dependent random variables, in the context of nonextensive statistical mechanics. Applications for the consistency of estimators are presented and connections with stochastic processes are discussed.


2009 ◽  
Vol 79 (23) ◽  
pp. 2405-2414 ◽  
Author(s):  
Yanjiao Meng ◽  
Zhengyan Lin

1994 ◽  
Vol 44 (3-4) ◽  
pp. 141-150 ◽  
Author(s):  
André Adler

In this article it is shown, through a very interesting class of random variables, how one may go about explicitly obtaining constants in order to obtain a stable strong law of large numbers. The question at hand is, not when we can find constants an and bn so that our sequence of i. i.d. random variables obeys this type of strong law of large numbers, but how one goes about constructing these constants so that [Formula: see text] almost surely, even though { X, Xn} are i.i.d. with either [Formula: see text] There are three possible cases. We exhibit all three via a particular family of random variables.


2018 ◽  
Vol 156 (2) ◽  
pp. 408-423
Author(s):  
L. V. Dung ◽  
T. C. Son ◽  
N. T. H. Yen

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