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A WEAK LAW OF LARGE NUMBERS FOR DEPENDENT RANDOM VARIABLES.
- Source :
-
Theory of Probability & Its Applications . 2023, Vol. 68 Issue 3, p501-509. 9p. - Publication Year :
- 2023
-
Abstract
- Each sequence f1, f2, ... of random variables satisfying limM→∞ (M supk∈N P(|fk| > M)) = 0 contains a subsequence fk1, fk2, ??? which, along with all its subsequences, satisfies the weak law of large numbers limN→∞ ((1/N) ∑n=1N fkn -- DN) = 0 in probability. Here, DN is a "corrector" random variable with values in [--N, N] for each N ∈ N; these correctors are all equal to zero if, in addition, lim infn→∞ E (fn² 1{|fn|≤M})) = 0 for every M ∈ (0, ∞). [ABSTRACT FROM AUTHOR]
- Subjects :
- *RANDOM numbers
*RANDOM variables
*LAW of large numbers
*DEPENDENT variables
Subjects
Details
- Language :
- English
- ISSN :
- 0040585X
- Volume :
- 68
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Theory of Probability & Its Applications
- Publication Type :
- Academic Journal
- Accession number :
- 175917824
- Full Text :
- https://doi.org/10.1137/S0040585X97T991593