机构:
Univ Bath, Bath, EnglandUniv Bath, Bath, England
Neri, Morenikeji
[1
]
机构:
[1] Univ Bath, Bath, England
来源:
ELECTRONIC JOURNAL OF PROBABILITY
|
2025年
/
30卷
基金:
英国工程与自然科学研究理事会;
关键词:
Laws of Large Numbers;
large deviations;
limit theorems;
proof mining;
CONVERGENCE-RATES;
DEVIATIONS;
PROOF;
SUMS;
D O I:
10.1214/25-EJP1280
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We give novel computationally effective limit theorems for the convergence of the Cesaro-means of certain sequences of random variables. These results are intimately related to various Strong Laws of Large Numbers and, in that way, allow for the extraction of quantitative versions of many of these results. In particular, we produce optimal polynomial bounds in the case of pairwise independent random variables with uniformly bounded variance, improving on known results; furthermore, we obtain a new Baum-Katz type result for this class of random variables. Lastly, we are able to provide a fully quantitative version of a recent result of Chen and Sung that encompasses many limit theorems in the Strong Laws of Large Numbers literature.
机构:
Beijing Jiaotong Univ, State Key Lab Rail Traff Control & Safety, Beijing 100044, Peoples R ChinaBeijing Jiaotong Univ, State Key Lab Rail Traff Control & Safety, Beijing 100044, Peoples R China
Yang, Lixing
Li, Xiang
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Jiaotong Univ, State Key Lab Rail Traff Control & Safety, Beijing 100044, Peoples R ChinaBeijing Jiaotong Univ, State Key Lab Rail Traff Control & Safety, Beijing 100044, Peoples R China
机构:
Aboubekr Belkaid Univ, Fac Sci, Lab Stat & Modelisat Aleatoires, BP 119, Tilimsen 13000, AlgeriaAboubekr Belkaid Univ, Fac Sci, Lab Stat & Modelisat Aleatoires, BP 119, Tilimsen 13000, Algeria
机构:
Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, CanadaUniv Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada
Kouritzin, Michael A.
Ren, Yan-Xia
论文数: 0引用数: 0
h-index: 0
机构:
Peking Univ, LMAM Sch Math Sci, Beijing 100871, Peoples R China
Peking Univ, Ctr Stat Sci, Beijing 100871, Peoples R ChinaUniv Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada