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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.
Received: 19.12.2019 Revised: 15.12.2020 Accepted: 18.07.2020
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
Linking options:
https://www.mathnet.ru/eng/vspua156 https://www.mathnet.ru/eng/vspua/v7/i4/p688
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Abstract page: | 19 | Full-text PDF : | 4 | References: | 1 |
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