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On the Strong Law of Large Numbers for a Sequence of Dependent Random Variables

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New sufficient conditions are found for the applicability of the strong law of large numbers to a sequence of random variables without assumptions of independence or nonnegativity. Bibliography: 3 titles.

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References

  1. O. Barndorff–Nielsen, “Characteristic subsequences and limit laws for weighted means,” in: Trans. the Third Prague Conference on Information Theory, Statistical Decision Function, Random Processes, Publ. House of the Czechoslovak Akad. Sci., Prague (1964), pp. 17–27.

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  2. A. Dvoretzky, “On the strong stability of a sequence of events,” Ann. Math. Statist., 20, 296–299 (1949).

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  3. V. V. Petrov, “On the strong law of large numbers for a sequence of nonnegative random variables,” Zap. Naucn. Semin. POMI, 384, 182–184 (2010).

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Correspondence to V. V. Petrov.

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 408, 2012, pp. 285–288.

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Petrov, V.V. On the Strong Law of Large Numbers for a Sequence of Dependent Random Variables. J Math Sci 199, 225–227 (2014). https://doi.org/10.1007/s10958-014-1849-4

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  • DOI: https://doi.org/10.1007/s10958-014-1849-4

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