On stochastic dominance and the strong law of large numbers for dependent random variables

DOI10.1007/s13398-015-0263-1zbMath1348.60046OpenAlexW2199380895MaRDI QIDQ326743

Habib Naderi, Przemysław Matuła, Abolghassem Bozorgnia, Mohammad Amini-Dehak

Publication date: 12 October 2016

Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13398-015-0263-1

zbMATH Keywords

strong law of large numbersdependent random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Strong limit theorems (60F15)

Related Items (6)

A note on the weak law of large numbers for weighted negatively superadditive dependent random variables ⋮ Uniformly complete consistency of frequency polygon estimation for dependent samples and an application ⋮ A version of the Kolmogrov–Feller weak law of large numbers for maximal weighted sums of random variables ⋮ Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications ⋮ Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models ⋮ On weak law of large numbers for sums of negatively superadditive dependent random variables

Cites Work

• Some strong laws of large numbers for weighted sums of asymptotically almost negatively associated random variables
• The Borel-Cantelli lemma
• On almost sure limiting behavior of weighted sums of random fields
• Complete and complete moment convergence for weighted sums of widely orthant dependent random variables
• Weighted strong law of large numbers for random variables indexed by a sector
• Constructing copula functions with weighted geometric means
• Precise large deviations for dependent random variables with heavy tails
• Some concepts of negative dependence
• A connection between supermodular ordering and positive/negative association.
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
• Asymptotics for Associated Random Variables
• On the strong law of large numbers
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