|
This article is cited in 3 scientific papers (total in 3 papers)
MATHEMATICS
On the strong law of large numbers for linear combinations of concomitants
O. I. Dudkinaa, N. V. Gribkovaab a St. Petersburg State University, 7-9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation
b St. Petersburg State Transport University, 9, Moskovskiy pr., St. Petersburg, 190031, Russian Federation
Abstract:
The article proves a theorem on the strong law of large numbers for linear functions of concomitants (induced order statistics) for sequences of independent identically distributed two-dimensional random vectors. The result complements previous work by Yang (1981), Gribkova and Zitikis (2017, 2019). The proof is based on the conditional independence property of concomitants Bhattacharya (1974), the strong law of large numbers for functions of order statistics by van Zwet (1980) is used, classical inequalities apply, including Rosenthal's (1970).
Keywords:
concomitants, induced order statistics, linear combinations, strong law of large numbers.
Received: 22.12.2019 Revised: 20.01.2020 Accepted: 19.03.2020
Citation:
O. I. Dudkina, N. V. Gribkova, “On the strong law of large numbers for linear combinations of concomitants”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 7:3 (2020), 418–424; Vestn. St. Petersbg. Univ., Math., 7:3 (2020), 282–286
Linking options:
https://www.mathnet.ru/eng/vspua166 https://www.mathnet.ru/eng/vspua/v7/i3/p418
|
|