On stochastic dominance and the strong law of large numbers for dependent random variables

被引:0
作者
Habib Naderi
Przemysław Matuła
Mohammad Amini
Abolghasem Bozorgnia
机构
[1] Ferdowsi University of Mashhad,Department of Statistics, Faculty of Mathematical Sciences
[2] University of Sistan and Baluchestan,Department of Mathematics
[3] Marie Curie-Skłodowska University,Institute of Mathematics
[4] Ferdowsi University of Mashhad,Department of Statistics, Ordered and Spatial Data Center of Excellence
[5] Khayyam University,Department of Statistics
来源
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas | 2016年 / 110卷
关键词
Dependent random variables; Strong law of large numbers; 60F15; 60E15; 62H20;
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学科分类号
摘要
We study sequences of dependent random variables which in a sense are dominated by a sequence of independent random variables. The introduced concept unifies the notion of widely upper (lower) orthant dependent sequences, weak negative dependence and some stochastic orders. For some class of dependent sequences we prove the strong law of large numbers.
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页码:771 / 782
页数:11
相关论文
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