Weighted strong law of large numbers for random variables indexed by a sector

DOI10.1155/2011/701952zbMath1235.60024OpenAlexW2112941335WikidataQ58692054 ScholiaQ58692054MaRDI QIDQ764416

Przemysław Matuła, Michał T. Seweryn

Publication date: 13 March 2012

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/701952

zbMATH Keywords

multidimensional indicesweighted strong law of large numbers

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (1)

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On almost sure limiting behavior of weighted sums of random fields
• Maximal inequalities for multidimensionally indexed submartingale arrays
• Strong laws for independent identically distributed random variables indexed by a sector
• Local conditional expectations and an application to a central limit theorem on a locally compact Abelian group
• Strong law of large numbers for multiple sums of independent, identically distributed random variables
• Sums of independent random variables on partially ordered sets
• Strong laws of large numbers for \(r\)-dimensional arrays of random variables
• Strong Law of Large Numbers for Multiple Sums Whose Indices Belong to a Sector with Function Boundaries
• A Limit Theoerm for Random Variables with Infinite Moments
• On the strong law of large numbers

This page was built for publication: Weighted strong law of large numbers for random variables indexed by a sector