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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 490–499 (Mi vspua172)

This article is cited 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.

UDC: 519.2

MSC: 60F15

Received: 13.10.2019
Revised: 15.02.2020
Accepted: 19.03.2020

DOI: 10.21638/spbu01.2020.311


 English version:
Vestnik St. Petersburg University, Mathematics, 2020, 7:3, 336–343


© Steklov Math. Inst. of RAS, 2024