On the Strong Law of Large Numbers for Sequences of Dependent Random Variables with Finite Second Moments

Verfasser / Beitragende:
[V. Korchevsky]
Ort, Verlag, Jahr:
2015
Enthalten in:
Journal of Mathematical Sciences, 206/2(2015-04-01), 197-206
Format:
Artikel (online)
ID: 605524556
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024 7 0 |a 10.1007/s10958-015-2303-y  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10958-015-2303-y 
100 1 |a Korchevsky  |D V.  |u St. Petersburg State University of Aerospace Instrumentation, St. Petersburg, Russia  |4 aut 
245 1 0 |a On the Strong Law of Large Numbers for Sequences of Dependent Random Variables with Finite Second Moments  |h [Elektronische Daten]  |c [V. Korchevsky] 
520 3 |a New sufficient conditions of a.s. convergence of the series ∑ n = 1 ∞ X n $$ {\displaystyle \sum_{n=1}^{\infty }{X}_n} $$ and new sufficient conditions for the applicability of the strong law of large numbers are established for a sequence of dependent random variables {X n } n = 1 ∞ with finite second moments. These results are generalizations of the well-known theorems on a.s. convergence of the series of orthogonal random variables and on the strong law of large numbers for orthogonal random variables (Men'shov-Rademacher and Petrov's theorems). It is shown that some of the results obtained are optimal. 
540 |a Springer Science+Business Media New York, 2015 
773 0 |t Journal of Mathematical Sciences  |d Springer US; http://www.springer-ny.com  |g 206/2(2015-04-01), 197-206  |x 1072-3374  |q 206:2<197  |1 2015  |2 206  |o 10958 
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950 |B NATIONALLICENCE  |P 100  |E 1-  |a Korchevsky  |D V.  |u St. Petersburg State University of Aerospace Instrumentation, St. Petersburg, Russia  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Journal of Mathematical Sciences  |d Springer US; http://www.springer-ny.com  |g 206/2(2015-04-01), 197-206  |x 1072-3374  |q 206:2<197  |1 2015  |2 206  |o 10958 
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