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On a new concept of stochastic domination and the laws of large numbers

Author

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  • Lê Vǎn Thành

    (Vinh University)

Abstract

Consider a sequence of positive integers $$\{k_n,n\ge 1\}$$ { k n , n ≥ 1 } , and an array of nonnegative real numbers $$\{a_{n,i},1\le i\le k_n,n\ge 1\}$$ { a n , i , 1 ≤ i ≤ k n , n ≥ 1 } satisfying $$\sup _{n\ge 1}\sum _{i=1}^{k_n}a_{n,i}=C_0\in (0,\infty ).$$ sup n ≥ 1 ∑ i = 1 k n a n , i = C 0 ∈ ( 0 , ∞ ) . This paper introduces the concept of $$\{a_{n,i}\}$$ { a n , i } -stochastic domination. We develop some techniques concerning this concept and apply them to remove an assumption in a strong law of large numbers of Chandra and Ghosal (Acta Math Hung 71(4):327–336, 1996). As a by-product, a considerable extension of a recent result of Boukhari (J Theor Probab, 2021. https://doi.org/10.1007/s10959-021-01120-6 ) is established and proved by a different method. The results on laws of large numbers are new even when the summands are independent. Relationships between the concept of $$\{a_{n,i}\}$$ { a n , i } -stochastic domination and the concept of $$\{a_{n,i}\}$$ { a n , i } -uniform integrability are presented. Two open problems are also discussed.

Suggested Citation

  • Lê Vǎn Thành, 2023. "On a new concept of stochastic domination and the laws of large numbers," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 74-106, March.
  • Handle: RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00827-w
    DOI: 10.1007/s11749-022-00827-w
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    References listed on IDEAS

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    1. Rosalsky, Andrew & Thành, Lê Vǎn, 2021. "A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers," Statistics & Probability Letters, Elsevier, vol. 178(C).
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