On a new concept of stochastic domination and the laws of large numbers

被引:0
作者
Lê Vǎn Thành
机构
[1] Vinh University,Department of Mathematics
来源
TEST | 2023年 / 32卷
关键词
Stochastic domination; Uniform integrability; Strong law of large numbers; Weak law of large numbers; Weighted sum; Cesàro stochastic domination; 60E15; 60F05; 60F15;
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摘要
Consider a sequence of positive integers {kn,n≥1}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{k_n,n\ge 1\}$$\end{document}, and an array of nonnegative real numbers {an,i,1≤i≤kn,n≥1}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{a_{n,i},1\le i\le k_n,n\ge 1\}$$\end{document} satisfying supn≥1∑i=1knan,i=C0∈(0,∞).\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sup _{n\ge 1}\sum _{i=1}^{k_n}a_{n,i}=C_0\in (0,\infty ).$$\end{document} This paper introduces the concept of {an,i}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{a_{n,i}\}$$\end{document}-stochastic domination. We develop some techniques concerning this concept and apply them to remove an assumption in a strong law of large numbers of Chandra and Ghosal (Acta Math Hung 71(4):327–336, 1996). As a by-product, a considerable extension of a recent result of Boukhari (J Theor Probab, 2021. https://doi.org/10.1007/s10959-021-01120-6) is established and proved by a different method. The results on laws of large numbers are new even when the summands are independent. Relationships between the concept of {an,i}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{a_{n,i}\}$$\end{document}-stochastic domination and the concept of {an,i}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{a_{n,i}\}$$\end{document}-uniform integrability are presented. Two open problems are also discussed.
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页码:74 / 106
页数:32
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