On the Bounds for Convergence Rates in Combinatorial Strong Limit Theorems and Their Applications

被引:0
|
作者
Frolov, A. N. [1 ]
机构
[1] St Petersburg Univ, St Petersburg 199034, Russia
基金
俄罗斯基础研究基金会;
关键词
combinatorial sums; convergence rate; law of the iterated logarithm; strong law of large numbers; Baum-Katz bounds; combinatorial strong law of large numbers; combinatorial law of the iterated logarithm; rank statistics; Spearman's coefficient of rank correlation; LAW;
D O I
10.1134/S1063454120040056
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The necessary and sufficient conditions are found for convergences of series of weighted probabilities of large deviations for combinatorial sums Sigma(i) X-ni pi n(i), where parallel to X-nij parallel to is an n-order matrix of independent random variables and (pi(n)(1), pi(n)(2), ... , pi(n)(n)) is a random permutation with the uniform distribution on the set of permutations of numbers 1, 2, ... , n independent of X-nij. Combinatorial variants of the results of convergence rates are obtained in the strong law of large numbers and in the law of the iterated logarithm under close to optimal conditions. Applications to rank statistics are discussed.
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页码:443 / 449
页数:7
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