The strong law of large numbers for sums of randomly chosen random variables

被引:1
|
作者
Gdula, Agnieszka M. [1 ]
Krajka, Andrzej [1 ]
机构
[1] Marie Curie Sklodowska Univ, Ul Akad 9, PL-20033 Lublin, Poland
关键词
strong law of large numbers; randomly indexed sums; random sets;
D O I
10.1007/s10986-021-09528-7
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let {X(n,)n >= 1} be a sequence of independent or identically distributed dependent random variables, and let {A(n,)n >= 1} be a sequence of random subsets of natural numbers independent of {X-n, n >= 1}. In this paper, we describe the strong law of large numbers (SLLN) of the form Sigma(i is an element of An)(X-i - E Sigma(i is an element of An) X-i)/b(n) -> 0 a.s. as n -> infinity for some sequence of nondecreasing positive numbers {b(n), n >= 1}. There often arises an assumption that {A(n), n >= 1} are almost surely increasing: A(n) subset of A(n + 1), a. s n >= 1.
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页码:471 / 482
页数:12
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