A note on the strong law of large numbers for arrays of rowwise \(\tilde{\rho}\)-mixing random variables
From MaRDI portal
Publication:659517
DOI10.1155/2011/430180zbMath1232.60024OpenAlexW2134659739WikidataQ58655477 ScholiaQ58655477MaRDI QIDQ659517
Publication date: 23 January 2012
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/430180
Cites Work
- Some strong limit theorems for \(\tilde \rho\)-mixing sequences of random variables
- Complete convergence of weighted sums for \(\rho *\)-mixing sequence of random variables
- On the spectral density and asymptotic normality of weakly dependent random fields
- Almost-sure results for a class of dependent random variables
- On the strong law for arrays and for the bootstrap mean and variance
- Almost sure convergence for \(\tilde{\rho}\)-mixing random variable sequences
- Maximal inequalities and an invariance principle for a class of weakly dependent random variables
- On the asymptotic normality of sequences of weak dependent random variables
- Moment Conditions for Almost Sure Convergence of Weakly Correlated Random Variables
- Maximum of partial sums and an invariance principle for a class of weak dependent random variables
This page was built for publication: A note on the strong law of large numbers for arrays of rowwise \(\tilde{\rho}\)-mixing random variables