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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2017, том 22(38), выпуск 1, страницы 22–29 (Mi thsp168)

A note on the Kolmogorov–Marcinkiewicz–Zygmund type strong law of large numbers for elements of autoregression sequences

M. K. Ilienko

Department of Math. Anal. and Probab. Theory, National Technical University of Ukraine (KPI), Peremogy Ave., 37, Kyiv 03056, Ukraine

Аннотация: In the paper we consider the Kolmogorov–Marcinkiewicz–Zygmund type strong law of large numbers for sums whose terms are elements of regression sequences of random variables. Some necessary and sufficient conditions providing SLLN are obtained in terms of coefficients of the regression sequence. Several special cases of regression sequences are considered as well.

Ключевые слова: Kolmogorov–Marcinkiewicz–Zygmund type strong law of large numbers, autoregression sequences of random variables, sums of random variables.

MSC: Primary 60G50, 60B12, 60F15; Secondary 65B10

Язык публикации: английский



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