Search Results - subject:"Strong Law of Large Numbers"

Stability and sample-based approximations of composite stochastic optimization problems

Dentcheva, Darinka; Lin, Yang; Penev, Spiridon - In: Operations research 71 (2023) 5, pp. 1871-1888

Persistent link: https://www.econbiz.de/10014393285

Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables

Yan, Ji Gao - 2018

, the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of extended negatively dependent random …

Persistent link: https://www.econbiz.de/10012433189

A general framework of optimal investment

Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 3, pp. 535-560

Persistent link: https://www.econbiz.de/10012210442

Time-varying many-server finite-queues in tandem : comparing blocking mechanisms via fluid models

Zychlinski, Noa; Momčilović, Petar; Mandelbaum, Avishai - In: Operations research letters 46 (2018) 5, pp. 492-499

Persistent link: https://www.econbiz.de/10011936681

Testing for (in)finite moments

Trapani, Lorenzo - In: Journal of econometrics 191 (2016) 1, pp. 57-68

Persistent link: https://www.econbiz.de/10011594315

Applications of central limit theorems for equity-linked insurance

Feng, Runhuan; Shimizu, Yasutaka - In: Insurance / Mathematics & economics 69 (2016), pp. 138-148

Persistent link: https://www.econbiz.de/10011530942

Derandomization in game-theoretic probability

Miyabe, Kenshi; Takemura, Akimichi - In: Stochastic Processes and their Applications 125 (2015) 1, pp. 39-59

We give a general method for constructing a deterministic strategy of Reality from a randomized strategy in game-theoretic probability. The construction can be seen as derandomization in game-theoretic probability.

Persistent link: https://www.econbiz.de/10011077893

Some strong laws of large number for double array of random upper semicontinuous functions in convex combination spaces

Quang, Nguyen Van; Nguyen, Pham Tri - In: Statistics & Probability Letters 96 (2015) C, pp. 85-94

The aim of this paper is to establish some strong laws of large numbers for double array of random upper semicontinuous functions in convex combination space under various assumptions. Our results generalize some related previously reported results.

Persistent link: https://www.econbiz.de/10011115954

A note on random variables with an infinite absolute first moment

Hu, Tien-Chung; Rosalsky, Andrew - In: Statistics & Probability Letters 97 (2015) C, pp. 212-215

pertaining to the Kolmogorov strong law of large numbers is established. …

Persistent link: https://www.econbiz.de/10011189320

Limit Theorems for Reinforced Jump Processes on Regular Trees

Collevecchio, Andrea - Dipartimento di Matematica Applicata, Università Ca' … - 2008

>= 3. We prove the strong law of large numbers and the central limit theorem for the distance of the process from the root …

Persistent link: https://www.econbiz.de/10005819663