On the Strong Law of Large Numbers for Sequences of Dependent Random Variables with Finite Second Moments
Gespeichert in:
Verfasser / Beitragende:
[V. Korchevsky]
Ort, Verlag, Jahr:
2015
Enthalten in:
Journal of Mathematical Sciences, 206/2(2015-04-01), 197-206
Format:
Artikel (online)
Online Zugang:
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| 024 | 7 | 0 | |a 10.1007/s10958-015-2303-y |2 doi |
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| 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 856 |E 40 |u https://doi.org/10.1007/s10958-015-2303-y |q text/html |z Onlinezugriff via DOI | ||
| 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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