The strong law of large numbers for L-statistics with dependent data

被引：5

作者：

Baklanov, E. A. ^{[1
]}

机构：

[1] Novosibirsk State Univ, Novosibirsk 630090, Russia

来源：

SIBERIAN MATHEMATICAL JOURNAL | 2006年 / 47卷 / 06期

基金：

俄罗斯基础研究基金会;

关键词：

Φ-mixing; Glivenko-Cantelli theorem; L-statistics; Stationary ergodic sequences; Strong law of large numbers;

D O I：

10.1007/s11202-006-0108-4

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We prove the strong law of large numbers for the linear combinations of functions of order statistics (L-statistics) based on weakly dependent random variables. We also establish the Gliveriko-Cantelli theorem for phi-mixing sequences of identically distributed random variables.

引用

页码：975 / 979

页数：5