The strong law of large numbers for L-statistics with dependent data

By Evgeny Baklanov. 2006

8 citations recorded by the source corpus.

We prove the strong law of large numbers for the linear combinations of functions of order statistics (L-statistics) based on weakly dependent random variables. We also establish the Glivenko-Cantelli theorem for ϕ-mixing sequences of identically distributed random variables.

Subfields: Finance, Management Science and Operations Research, Mathematical Physics

How researchers see this paper

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In Finance

1. Jorge Armando Mendez Mendez
2. Eric Eaton

In Management Science and Operations Research

1. Jorge Armando Mendez Mendez
2. Eric Eaton

In Mathematical Physics

1. Jorge Armando Mendez Mendez
2. Eric Eaton

Citations in the corpus

• Lifelong Policy Gradient Learning of Factored Policies for Faster Training Without Forgetting (2020, methodology): “Therefore, we use a weaker assumption on the sequence of α ( t ) ’s found by our algorithm, which enables us to use the Donsker theorem [3] and the Glivenko-Cantelli theorem [2]. t ) , and α ( t ) has magnitude greater than c 1 , c 2 , and c 3 , respectively, ∀ t ∈ { 1 , . . . , ∞} .”