We give some theorems of strong law of large numbers and complete convergence for sequences of φ-mixing random variables. In particular, Wittmann's strong law of large numbers and Teicher's strong law of large nnum...We give some theorems of strong law of large numbers and complete convergence for sequences of φ-mixing random variables. In particular, Wittmann's strong law of large numbers and Teicher's strong law of large nnumbers for independent random variables are generalized to the case of φ -minxing random variables.展开更多
In this paper, strong laws of large numbers for weighted sums of ■-mixing sequence are investigated. Our results extend the corresponding results for negatively associated sequence to the case of ■-mixing sequence.
This paper studies the strong law of large numbers and the Shannom-McMillan theorem for Markov chains field on Cayley tree. The authors first prove the strong law of large number on the frequencies of states and order...This paper studies the strong law of large numbers and the Shannom-McMillan theorem for Markov chains field on Cayley tree. The authors first prove the strong law of large number on the frequencies of states and orderd couples of states for Markov chains field on Cayley tree. Then they prove the Shannon-McMillan theorem with a.e. convergence for Markov chains field on Cayley tree. In the proof, a new technique in the study the strong limit theorem in probability theory is applied.展开更多
Some strong laws of large numbers for the frequencies of occurrence of states and ordered couples of states for nonsymmetric Markov chain fields (NSMC) on Cayley trees are studied. In the proof, a new technique for ...Some strong laws of large numbers for the frequencies of occurrence of states and ordered couples of states for nonsymmetric Markov chain fields (NSMC) on Cayley trees are studied. In the proof, a new technique for the study of strong limit theorems of Markov chains is extended to the case of Markov chain fields, The asymptotic equipartition properties with almost everywhere (a,e.) convergence for NSMC on Cayley trees are obtained,展开更多
This note is devoted to introduce a new concept of conditionally dominated random variables.Under suitable restrict conditions,a general strong law of large numbers for arbitrary continuous random variables is obtained.
In this article, the strong laws of large numbers for array of rowwise asymptotically almost negatively associated(AANA) random variables are studied. Some sufficient conditions for strong laws of large numbers for ar...In this article, the strong laws of large numbers for array of rowwise asymptotically almost negatively associated(AANA) random variables are studied. Some sufficient conditions for strong laws of large numbers for array of rowwise AANA random variables are presented without assumption of identical distribution. Our results extend the corresponding ones for independent random variables to case of AANA random variables.展开更多
In this article, the authors mainly discuss the law of large number under Kalikow's condition for multi-dimensional random walks in random environment with holding times. The authors give an expression to the escape ...In this article, the authors mainly discuss the law of large number under Kalikow's condition for multi-dimensional random walks in random environment with holding times. The authors give an expression to the escape speed of random walks in terms of the Lyapounov exponents, which have been precisely used in the context of large deviation.展开更多
In this paper, the Chung’s strong law of large numbers is generalized to the random variables which do not need the condition of independence, while the sequence of Borel functions verifies some conditions weaker tha...In this paper, the Chung’s strong law of large numbers is generalized to the random variables which do not need the condition of independence, while the sequence of Borel functions verifies some conditions weaker than that in Chung’s theorem. Some convergence theorems for martingale difference sequence such as Lp martingale difference sequence are the particular cases of results achieved in this paper. Finally, the convergence theorem for A-summability of sequence of random variables is proved, where A is a suitable real infinite matrix.展开更多
This paper introduces the concept of BC sequences and investigates some conditions which imply the strong law of large numbers for these sequences. The authors also study the strong law of large numbers for general ra...This paper introduces the concept of BC sequences and investigates some conditions which imply the strong law of large numbers for these sequences. The authors also study the strong law of large numbers for general random variable sequences. As applications of the result the authors characterize p-smoothableness of Banach space. Some generalizations of Petrov theorem, the Marcinkiewicz-Zygmund theorem and Hoffmann-J(?)rgensen and Pisier theorem are obtained.展开更多
This paper investigates some conditions which imply the strong laws of large numbers for Banach space valued random variable sequences. Some generalizations of the Marcinkiewicz-Zygmund theorem and the Hoffmann-J?rgen...This paper investigates some conditions which imply the strong laws of large numbers for Banach space valued random variable sequences. Some generalizations of the Marcinkiewicz-Zygmund theorem and the Hoffmann-J?rgensen and Pisier theorem are obtained. Key words strong law of large numbers - Banach space valued random variable sequence - p-smoothable Banach space CLC number O 211.4 - O 211.6 Foundation item: Supported by the National Natural Science Foundation of China (10071058)Biography: Gan Shi-xin (1939-), male, Professor, research direction: martingale theory, probability limiting theory and Banach space geometry theory.展开更多
For weighted sums of the form?j=1kn anj Xnj\sum{_{j=1}^{k_(n)}}a_({nj})X_({nj})where{a_(nj),1?j?k_(n)↑∞,n?1}is a real constant array and{X_(aj),1≤j≤k n,n≥1}is a rowwise independent,zero mean,random element array ...For weighted sums of the form?j=1kn anj Xnj\sum{_{j=1}^{k_(n)}}a_({nj})X_({nj})where{a_(nj),1?j?k_(n)↑∞,n?1}is a real constant array and{X_(aj),1≤j≤k n,n≥1}is a rowwise independent,zero mean,random element array in a real separable Banach space of typep,we establishL r convergence theorem and a general weak law of large numbers respectively,conversely,we characterize Banach spaces of typep in terms of convergence inr-th mean and probability for such weighted sums.展开更多
In this paper, we shall present the strong laws of large numbers for fuzzy set-valued random variables in the sense of d<sup>∞</sup><sub>H</sub> . The results are based on the result ...In this paper, we shall present the strong laws of large numbers for fuzzy set-valued random variables in the sense of d<sup>∞</sup><sub>H</sub> . The results are based on the result of single-valued random variables obtained by Taylor [1] and set-valued random variables obtained by Li Guan [2].展开更多
In the paper,we get the precise results of Hájek-Rényi type inequalities for the partial sums of negatively orthant dependent sequences,which improve the results of Theorem 3.1and Corollary 3.2 in Kim(2006)a...In the paper,we get the precise results of Hájek-Rényi type inequalities for the partial sums of negatively orthant dependent sequences,which improve the results of Theorem 3.1and Corollary 3.2 in Kim(2006)and the strong law of large numbers and strong growth rate for negatively orthant dependent sequences.展开更多
In this article, we develop and analyze a continuous-time Markov chain (CTMC) model to study the resurgence of dengue. We also explore the large population asymptotic behavior of probabilistic model of dengue using th...In this article, we develop and analyze a continuous-time Markov chain (CTMC) model to study the resurgence of dengue. We also explore the large population asymptotic behavior of probabilistic model of dengue using the law of large numbers (LLN). Initially, we calculate and estimate the probabilities of dengue extinction and major outbreak occurrence using multi-type Galton-Watson branching processes. Subsequently, we apply the LLN to examine the convergence of the stochastic model towards the deterministic model. Finally, theoretical numerical simulations are conducted exploration to validate our findings. Under identical conditions, our numerical results demonstrate that dengue could vanish in the stochastic model while persisting in the deterministic model. The highlighting of the law of large numbers through numerical simulations indicates from what population size a deterministic model should be considered preferable.展开更多
In this paper, by establishing a Borel–Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence ...In this paper, by establishing a Borel–Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random variables on R^(∞) under a probability, we give the sufficient and necessary conditions of the strong law of large numbers for independent and identically distributed random variables under the sub-linear expectation, and the sufficient and necessary conditions for the convergence of an infinite series of independent random variables, without the assumption on the continuity of the capacities. A purely probabilistic proof of a weak law of large numbers is also given.展开更多
We consider a sequence of independent and identically distributed(i.i.d.)random variables{ξ_(k)}under a sublinear expectation E=sup_(P∈Θ).We first give a new proof to the fact that,under each P∈Θ,any cluster poin...We consider a sequence of independent and identically distributed(i.i.d.)random variables{ξ_(k)}under a sublinear expectation E=sup_(P∈Θ).We first give a new proof to the fact that,under each P∈Θ,any cluster point of the empirical averages.Next,we consider sublinear expectations on a Polish space,and show that for each constantμ∈[μ,μ^(-)],there exists a probability P_(μ)∈Θsuch thatlim_(n→∞)ξ_(n)=μ,P_(μ-a.s.,(0.1))supposing thatΘis weakly compact and.Under the same conditions,we obtain a generalization of(0.1)in the product space with replaced by.Here is a Borel measurable function on,.Finally,we characterize the triviality of the tail-algebra of the i.i.d.random variables under a sublinear expectation.展开更多
By using a Rosenthal type inequality established in this paper, the complete convergence and almost sure summability on the convergence rates with respect to the strong law of large numbers are discussed for *-mixing...By using a Rosenthal type inequality established in this paper, the complete convergence and almost sure summability on the convergence rates with respect to the strong law of large numbers are discussed for *-mixing random fields.展开更多
M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large devi...M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.展开更多
In this paper,we study the strong law of large numbers and Shannon-McMillan (S-M) theorem for Markov chains indexed by an infinite tree with uniformly bounded degree.The results generalize the analogous results on a h...In this paper,we study the strong law of large numbers and Shannon-McMillan (S-M) theorem for Markov chains indexed by an infinite tree with uniformly bounded degree.The results generalize the analogous results on a homogeneous tree.展开更多
In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.
基金Supported by the National Natural Science Foundation of China (10671149)
文摘We give some theorems of strong law of large numbers and complete convergence for sequences of φ-mixing random variables. In particular, Wittmann's strong law of large numbers and Teicher's strong law of large nnumbers for independent random variables are generalized to the case of φ -minxing random variables.
基金Foundation item: Supported by the National Natural Science Foundation of China(11171001, 11201001) Supported by the Natural Science Foundation of Anhui Province(t208085QA03, 1308085QA03)
文摘In this paper, strong laws of large numbers for weighted sums of ■-mixing sequence are investigated. Our results extend the corresponding results for negatively associated sequence to the case of ■-mixing sequence.
文摘This paper studies the strong law of large numbers and the Shannom-McMillan theorem for Markov chains field on Cayley tree. The authors first prove the strong law of large number on the frequencies of states and orderd couples of states for Markov chains field on Cayley tree. Then they prove the Shannon-McMillan theorem with a.e. convergence for Markov chains field on Cayley tree. In the proof, a new technique in the study the strong limit theorem in probability theory is applied.
基金Supported by National Basic Research Program of China(973 Program No.2007CBS14903)National Science Foundation of China(70671069)
文摘Some strong laws of large numbers for the frequencies of occurrence of states and ordered couples of states for nonsymmetric Markov chain fields (NSMC) on Cayley trees are studied. In the proof, a new technique for the study of strong limit theorems of Markov chains is extended to the case of Markov chain fields, The asymptotic equipartition properties with almost everywhere (a,e.) convergence for NSMC on Cayley trees are obtained,
基金Supported by the National Nature Science Foundation of China(10571076) Supported by Anhui High Education Research(2006Kj246B)
文摘This note is devoted to introduce a new concept of conditionally dominated random variables.Under suitable restrict conditions,a general strong law of large numbers for arbitrary continuous random variables is obtained.
基金Supported by the National Natural Science Foundation of China(lilT1001, 11201001) Supported by the Natural Science Foundation of Anhui Province(1208085QA03)+1 种基金 Supported by the Talents Youth Fund of Anhui Province Universities(2012SQRL204) Supported by th Doctoral Research Start-up Funds Projects of Anhui University(33190250)
文摘In this article, the strong laws of large numbers for array of rowwise asymptotically almost negatively associated(AANA) random variables are studied. Some sufficient conditions for strong laws of large numbers for array of rowwise AANA random variables are presented without assumption of identical distribution. Our results extend the corresponding ones for independent random variables to case of AANA random variables.
基金Sponsored by the NSFC (10531070)Research Foundation for Outstanding Young Teachers of China University of Geoscience (Wuhan) (0816)
文摘In this article, the authors mainly discuss the law of large number under Kalikow's condition for multi-dimensional random walks in random environment with holding times. The authors give an expression to the escape speed of random walks in terms of the Lyapounov exponents, which have been precisely used in the context of large deviation.
基金Project supported by the National Natural Science Foundation of China (No. 10571159) and the Specialized Research Fund for the Doctoral Program of Higher Education (No. 2002335090), China
文摘In this paper, the Chung’s strong law of large numbers is generalized to the random variables which do not need the condition of independence, while the sequence of Borel functions verifies some conditions weaker than that in Chung’s theorem. Some convergence theorems for martingale difference sequence such as Lp martingale difference sequence are the particular cases of results achieved in this paper. Finally, the convergence theorem for A-summability of sequence of random variables is proved, where A is a suitable real infinite matrix.
基金Supported by the National Natural Science Foundation of China(10071058)
文摘This paper introduces the concept of BC sequences and investigates some conditions which imply the strong law of large numbers for these sequences. The authors also study the strong law of large numbers for general random variable sequences. As applications of the result the authors characterize p-smoothableness of Banach space. Some generalizations of Petrov theorem, the Marcinkiewicz-Zygmund theorem and Hoffmann-J(?)rgensen and Pisier theorem are obtained.
文摘This paper investigates some conditions which imply the strong laws of large numbers for Banach space valued random variable sequences. Some generalizations of the Marcinkiewicz-Zygmund theorem and the Hoffmann-J?rgensen and Pisier theorem are obtained. Key words strong law of large numbers - Banach space valued random variable sequence - p-smoothable Banach space CLC number O 211.4 - O 211.6 Foundation item: Supported by the National Natural Science Foundation of China (10071058)Biography: Gan Shi-xin (1939-), male, Professor, research direction: martingale theory, probability limiting theory and Banach space geometry theory.
基金Supported by the National Natural Science F oundation of China(No.10071058)
文摘For weighted sums of the form?j=1kn anj Xnj\sum{_{j=1}^{k_(n)}}a_({nj})X_({nj})where{a_(nj),1?j?k_(n)↑∞,n?1}is a real constant array and{X_(aj),1≤j≤k n,n≥1}is a rowwise independent,zero mean,random element array in a real separable Banach space of typep,we establishL r convergence theorem and a general weak law of large numbers respectively,conversely,we characterize Banach spaces of typep in terms of convergence inr-th mean and probability for such weighted sums.
文摘In this paper, we shall present the strong laws of large numbers for fuzzy set-valued random variables in the sense of d<sup>∞</sup><sub>H</sub> . The results are based on the result of single-valued random variables obtained by Taylor [1] and set-valued random variables obtained by Li Guan [2].
基金Foundation of Anhui Educational Committee(No.KJ2013Z225)
文摘In the paper,we get the precise results of Hájek-Rényi type inequalities for the partial sums of negatively orthant dependent sequences,which improve the results of Theorem 3.1and Corollary 3.2 in Kim(2006)and the strong law of large numbers and strong growth rate for negatively orthant dependent sequences.
文摘In this article, we develop and analyze a continuous-time Markov chain (CTMC) model to study the resurgence of dengue. We also explore the large population asymptotic behavior of probabilistic model of dengue using the law of large numbers (LLN). Initially, we calculate and estimate the probabilities of dengue extinction and major outbreak occurrence using multi-type Galton-Watson branching processes. Subsequently, we apply the LLN to examine the convergence of the stochastic model towards the deterministic model. Finally, theoretical numerical simulations are conducted exploration to validate our findings. Under identical conditions, our numerical results demonstrate that dengue could vanish in the stochastic model while persisting in the deterministic model. The highlighting of the law of large numbers through numerical simulations indicates from what population size a deterministic model should be considered preferable.
基金Supported by grants from the NSF of China(Grant Nos.11731012,12031005)Ten Thousands Talents Plan of Zhejiang Province(Grant No.2018R52042)+1 种基金NSF of Zhejiang Province(Grant No.LZ21A010002)the Fundamental Research Funds for the Central Universities。
文摘In this paper, by establishing a Borel–Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random variables on R^(∞) under a probability, we give the sufficient and necessary conditions of the strong law of large numbers for independent and identically distributed random variables under the sub-linear expectation, and the sufficient and necessary conditions for the convergence of an infinite series of independent random variables, without the assumption on the continuity of the capacities. A purely probabilistic proof of a weak law of large numbers is also given.
基金supported by National Key R&D Program of China(Grant Nos.2020YFA0712700,2018YFA0703901)NSFCs(Grant No.11871458)Key Research Program of Frontier Sciences,CAS(Grant No.QYZDBSSW-SYS017).
文摘We consider a sequence of independent and identically distributed(i.i.d.)random variables{ξ_(k)}under a sublinear expectation E=sup_(P∈Θ).We first give a new proof to the fact that,under each P∈Θ,any cluster point of the empirical averages.Next,we consider sublinear expectations on a Polish space,and show that for each constantμ∈[μ,μ^(-)],there exists a probability P_(μ)∈Θsuch thatlim_(n→∞)ξ_(n)=μ,P_(μ-a.s.,(0.1))supposing thatΘis weakly compact and.Under the same conditions,we obtain a generalization of(0.1)in the product space with replaced by.Here is a Borel measurable function on,.Finally,we characterize the triviality of the tail-algebra of the i.i.d.random variables under a sublinear expectation.
基金National Natural Science Foundation of China! (No. 19701O11) Foundation of "151 talent project" of Zhejiang provience.
文摘By using a Rosenthal type inequality established in this paper, the complete convergence and almost sure summability on the convergence rates with respect to the strong law of large numbers are discussed for *-mixing random fields.
基金Partly supported by the National Natural Science Foundation of China and the Ministry of Education of ChinaPartly supported by the Science and Technology Research Item of Hubei Provincial Department of Education,Jiaghan University
文摘M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.
基金the National Natural Science Foundation of China (Grant No.10571076)
文摘In this paper,we study the strong law of large numbers and Shannon-McMillan (S-M) theorem for Markov chains indexed by an infinite tree with uniformly bounded degree.The results generalize the analogous results on a homogeneous tree.
基金Supported by NNSFC(Grant No.11371191)Jiangsu Province Basic Research Program(Natural Science Foundation)(Grant No.BK2012720)
文摘In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.