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JOURNALS // Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy // Archive

Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2020 Volume 7, Issue 3, Pages 418–424 (Mi vspua166)

This article is cited 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.

UDC: 519.2

MSC: 60F15, 62G30, 62G20; 60F05, 62G05

Received: 22.12.2019
Revised: 20.01.2020
Accepted: 19.03.2020

DOI: 10.21638/spbu01.2020.305


 English version:
Vestnik St. Petersburg University, Mathematics, 2020, 7:3, 282–286


© Steklov Math. Inst. of RAS, 2024