Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2020, Volume 7, Issue 4, Pages 688–698
DOI: https://doi.org/10.21638/spbu01.2020.410
(Mi vspua156)
 

MATHEMATICS

On bounds for convergence rates in combinatorial strong limit theorems and its applications

A. N. Frolov

St. Petersburg State University, 7-9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation
Abstract: We find necessary and sufficient conditions for convergences of series of weighted probabilities of large deviations for combinatorial sums $\sum_i X_{ni\pi_n(i)}$, where $||X_{nij}||$ is a matrix of order $n$ of independent random variables and $(\pi_n(1), \pi_n(2), \ldots , \pi_n(n))$ is a random permutation with the uniform distribution on the set of permutations of numbers $1, 2, \ldots , n$, independent with $X_{nij}$. We obtain combinatorial variants of results on convergence rates in the strong law of large numbers and the law of the iterated logarithm under conditions closed to optimal ones. We discuss applications to rank statistics.
Keywords: combinatorial sums, convergence rate, law of the iterated logarithm, strong law of large numbers, Baum - Katz bounds, combinatorial strong law of large numbers, combinatorial law of the iterated logarithm, rank statistics, Spearman's coefficient of rank correlation.
Funding agency Grant number
Russian Foundation for Basic Research 18-01-00393
This work is supported by Russian Foundation for Basic Research (grant no. 18-01-00393).
Received: 19.12.2019
Revised: 15.12.2020
Accepted: 18.07.2020
English version:
Vestnik St. Petersburg University, Mathematics, 2020, Volume 7, Issue 4, Pages 443–449
DOI: https://doi.org/10.1134/S1063454120040056
Document Type: Article
UDC: 519.2
MSC: 60F15
Language: Russian
Citation: A. N. Frolov, “On bounds for convergence rates in combinatorial strong limit theorems and its applications”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 7:4 (2020), 688–698; Vestn. St. Petersbg. Univ., Math., 7:4 (2020), 443–449
Citation in format AMSBIB
\Bibitem{Fro20}
\by A.~N.~Frolov
\paper On bounds for convergence rates in combinatorial strong limit theorems and its applications
\jour Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
\yr 2020
\vol 7
\issue 4
\pages 688--698
\mathnet{http://mi.mathnet.ru/vspua156}
\crossref{https://doi.org/10.21638/spbu01.2020.410}
\transl
\jour Vestn. St. Petersbg. Univ., Math.
\yr 2020
\vol 7
\issue 4
\pages 443--449
\crossref{https://doi.org/10.1134/S1063454120040056}
Linking options:
  • https://www.mathnet.ru/eng/vspua156
  • https://www.mathnet.ru/eng/vspua/v7/i4/p688
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
    Statistics & downloads:
    Abstract page:19
    Full-text PDF :4
    References:1
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024