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This article is cited in 1 scientific paper (total in 1 paper)
MATHEMATICS
On combinatorial strong law of large numbers and rank statistics
A. N. Frolov St. Petersburg State University, 7-9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation
Abstract:
The author had earlier obtained a strong law of large numbers for combinatorial sums $\sum_iX_{ni\pi_n(i)}$, where $||X_{nij}||$ is a matrix of order $n$ from random variables with finite fourth moments and $(\pi_n(1), \pi_n(2), \ldots , \pi_n(n))$ is a random permutation having the uniform distribution on the set of all permutations of numbers $1, 2, \ldots , n$ and being independent from random variables $X_{nij}$ . The mutual independence for entries of the matrix has not been assumed. In the present paper, we derive the combinatorial SLLN under more general assumptions and discuss the behaviour of rank statistics.
Keywords:
combinatorial sums, strong law of large numbers, combinatorial strong law of large numbers, rank statistics, Spearman’s coefficient of rank correlation.
Received: 13.10.2019 Revised: 15.02.2020 Accepted: 19.03.2020
Citation:
A. N. Frolov, “On combinatorial strong law of large numbers and rank statistics”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 7:3 (2020), 490–499; Vestn. St. Petersbg. Univ., Math., 7:3 (2020), 336–343
Linking options:
https://www.mathnet.ru/eng/vspua172 https://www.mathnet.ru/eng/vspua/v7/i3/p490
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