A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences

DOI10.1016/0304-4149(87)90181-5zbMath0634.60026OpenAlexW2014685602MaRDI QIDQ1096959

Andrew Rosalsky

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90181-5

zbMATH Keywords

strong law of large numbersstationary sequencespointwise ergodic theoremsequences of pairwise independent random variablesset-indexed partial sum process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15) Exchangeability for stochastic processes (60G09)

Related Items (3)

An ergodic-type theorem àla feller for nonintegrable strictly stationary continuous time processes ⋮ On the almost certain limiting behavior of normed sums of identically distributed positive random variables ⋮ On the strong law of large numbers for identically distributed random variables irrespective of their joint distributions

Cites Work

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• On the law of large numbers for stationary sequences
• Upper and lower functions for martingales and mixing processes
• Uses of exchangeability
• An elementary proof of the strong law of large numbers
• On a Theorem of Feller
• Sums of Stationary Sequences Cannot Grow Slower Than Linearly
• Convergence Properties of $S_n$ Under Moment Restrictions
• A zero-one law for stationary sequences
• A Short Proof of a Known Limit Theorem for Sum of Independent Random Variables with Infinite Expectations
• A Limit Theoerm for Random Variables with Infinite Moments

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