Title : ( On stochastic dominance and the strong law of large numbers for dependent random variables )
Authors: habib naderi , Przemysław Matuła , Mohammad Amini , Abolghasem Bozorgnia ,
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Abstract
We study sequences of dependent random variables which in a sense are dominated by a sequence of independent random variables. The introduced concept unifies the notion of widely upper (lower) orthant dependent sequences, weak negative dependence and some stochastic orders. For some class of dependent sequences we prove the strong law of large numbers.
Keywords
Dependent random variables · Strong law of large numbers
@article{paperid:1053271,
author = {Naderi, Habib and Przemysław Matuła and Amini, Mohammad and Bozorgnia, Abolghasem},
title = {On stochastic dominance and the strong law of large numbers for dependent random variables},
journal = {Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales: Matematicas},
year = {2016},
volume = {110},
number = {1},
month = {January},
issn = {1578-7303},
pages = {1--12},
numpages = {11},
keywords = {Dependent random variables · Strong law of large numbers},
}
%0 Journal Article
%T On stochastic dominance and the strong law of large numbers for dependent random variables
%A Naderi, Habib
%A Przemysław Matuła
%A Amini, Mohammad
%A Bozorgnia, Abolghasem
%J Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales: Matematicas
%@ 1578-7303
%D 2016
