Skip to content

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

Evgeny Baklanov

math.PRarXiv:math/0609758

Abstract

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

Create a lesson