Search results for: Lacunary%20system
3 Large Deviations for Lacunary Systems
Authors: Bainian Li, Kongsheng Zhang
Abstract:
Let Xi be a Lacunary System, we established large deviations inequality for Lacunary System. Furthermore, we gained Marcinkiewicz Larger Number Law with dependent random variables sequences.Keywords: Lacunary system, larger deviations, Locally GeneralizedGaussian, Strong law of large numbers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10372 Strong Limit Theorems for Dependent Random Variables
Authors: Libin Wu, Bainian Li
Abstract:
In This Article We establish moment inequality of dependent random variables,furthermore some theorems of strong law of large numbers and complete convergence for sequences of dependent random variables. In particular, independent and identically distributed Marcinkiewicz Law of large numbers are generalized to the case of m0-dependent sequences.Keywords: Lacunary System, Generalized Gaussian, NA sequences, strong law of large numbers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14391 Strong Law of Large Numbers for *- Mixing Sequence
Authors: Bainian Li, Kongsheng Zhang
Abstract:
Strong law of large numbers and complete convergence for sequences of *-mixing random variables are investigated. In particular, Teicher-s strong law of large numbers for independent random variables are generalized to the case of *-mixing random sequences and extended to independent and identically distributed Marcinkiewicz Law of large numbers for *-mixing.
Keywords: mixing squences, strong law of large numbers, martingale differences, Lacunary System
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