Abstract
In this paper, we prove that weak law of large numbers for stochastically dominated random variables without any restriction on the dependence structure.
Similar content being viewed by others
References
Adler, A., Rosalsky, A.: Some general strong laws for weighted sums of stochastically dominated random variables. Stoch. Anal. Appl. 5(1), 1–16 (1987)
Bingham, N.H., Goldie, C.M., Teugels, J.L.: Regular Variation. Cambridge University Press, Cambridge (1987)
Boukhari, F.: Weak law of large numbers for maximal weighted sums of random variables. Commun. Statist. Theory Methods (2019). https://doi.org/10.1080/03610926.2019.1630437
Gut, A.: Probability: A Graduate Course. Springer, Berlin (2005)
Gut. A. 2004. An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg Game. J. Theor. Probab. 17(3), 769–779
Hall, P., Heyde, C.C.: Martingale Limit Theory and Its Application. Academic Press, Cambridge (1980)
Klesov, O.: Limit Theorems for Multi-Indexed Sums of Random Variables. Springer, Berlin (2014)
Kruglov. V. M. 2011. A generalization of weak law of large numbers. Stoch. Anal. Appl. 29, 674–683
Naderi, H., Boukhari, F., Matuła, P.: A note on the weak law of large numbers for weighted negatively superadditive dependent random variables. Commun. Statist. Theory Methods (2021). https://doi.org/10.1080/03610926.2021.1873377
Naderi, H., Matuła, P., Amini, A., Ahmadzade, A.: A version of the Kolmogorov-Feller weak law of large numbers for maximal weighted sums of random variables. Commun. Statist. Theory Methods 48(21), 5414–5418 (2019)
Naderi, H., Salehi, S.M., Matuła, P., Amini, A.: On weak law of large numbers for sums of negatively superadditive dependent random variables. Comptes Rendus Mathématique 375(1), 13–21 (2020)
Petrov, V.V.: Limit theorems of probability theory. Sequences of independent random variables. Clarendon Press, Oxford (1995)
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Ahmad Parsian.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Naderi, H., Matuła, P. & Amini, M. Weak Law of Large Numbers Without Any Restriction on the Dependence Structure of Random Variables. Bull. Iran. Math. Soc. 48, 1959–1965 (2022). https://doi.org/10.1007/s41980-021-00631-6
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s41980-021-00631-6