Skip to main content
Log in

Weak Law of Large Numbers Without Any Restriction on the Dependence Structure of Random Variables

  • Original Paper
  • Published:
Bulletin of the Iranian Mathematical Society Aims and scope Submit manuscript

Abstract

In this paper, we prove that weak law of large numbers for stochastically dominated random variables without any restriction on the dependence structure.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Adler, A., Rosalsky, A.: Some general strong laws for weighted sums of stochastically dominated random variables. Stoch. Anal. Appl. 5(1), 1–16 (1987)

    Article  MathSciNet  Google Scholar 

  2. Bingham, N.H., Goldie, C.M., Teugels, J.L.: Regular Variation. Cambridge University Press, Cambridge (1987)

    Book  Google Scholar 

  3. 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

    Article  MathSciNet  MATH  Google Scholar 

  4. Gut, A.: Probability: A Graduate Course. Springer, Berlin (2005)

    MATH  Google Scholar 

  5. 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

  6. Hall, P., Heyde, C.C.: Martingale Limit Theory and Its Application. Academic Press, Cambridge (1980)

    MATH  Google Scholar 

  7. Klesov, O.: Limit Theorems for Multi-Indexed Sums of Random Variables. Springer, Berlin (2014)

    Book  Google Scholar 

  8. Kruglov. V. M. 2011. A generalization of weak law of large numbers. Stoch. Anal. Appl. 29, 674–683

  9. 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

    Article  Google Scholar 

  10. 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)

    Article  Google Scholar 

  11. 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)

    Article  MathSciNet  Google Scholar 

  12. Petrov, V.V.: Limit theorems of probability theory. Sequences of independent random variables. Clarendon Press, Oxford (1995)

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Habib Naderi.

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

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

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

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s41980-021-00631-6

Keywords

Mathematics Subject Classification

Navigation