Exponential inequalities under sub-linear expectations with applications to strong law of large numbers
نویسندگان
چکیده
منابع مشابه
A Note on the Strong Law of Large Numbers
Petrov (1996) proved the connection between general moment conditions and the applicability of the strong law of large numbers to a sequence of pairwise independent and identically distributed random variables. This note examines this connection to a sequence of pairwise negative quadrant dependent (NQD) and identically distributed random variables. As a consequence of the main theorem ...
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The study on strong law of large numbers has a long history and there is a vast body of references on this topic. This note is motivated by our interest in studying asymptotic properties of stochastic processes with heavy-tailed distributions. Typical examples of such processes are linear fractional stable motion and harmonizable fractional stable motion. See Samorodnitsky and Taqqu [7] and Emb...
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N lim 1( 1: f(nkx)) = 0, N-N k_l or roughly speaking the strong law of large numbers holds for f(nkx) (in fact the authors prove that Ef(nkx)/k converges almost everywhere) . The question was raised whether (2) holds for any f(x) . This was known for the case nk=2k( 2) . In the present paper it is shown that this is not the case . In fact we prove the following theorem . THEOREM 1 . There exist...
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ژورنال
عنوان ژورنال: Filomat
سال: 2019
ISSN: 0354-5180,2406-0933
DOI: 10.2298/fil1910951t