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A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-06-23 , DOI: 10.1016/j.spl.2021.109181
Andrew Rosalsky , Lê Vǎn Thành

In this correspondence, we present new results concerning the concept of stochastic domination and apply them to obtain new results on uniform integrability and on the strong law of large numbers for sequences of pairwise independent random variables. Our result on the strong law of large numbers extends a result of Chen, Bai, and Sung (2014). The sharpness of the results is illustrated by three examples.



中文翻译:

关于随机支配条件和均匀可积性的注解及其在强数定律中的应用

在此对应中,我们提出了关于随机支配概念的新结果,并将它们应用于一致可积性和成对独立随机变量序列的强大数定律的新结果。我们关于强数定律的结果扩展了 Chen、Bai 和 Sung(2014 年)的结果。三个例子说明了结果的尖锐性。

更新日期:2021-07-04
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