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A general strong law of large numbers and applications to associated sequences and to extreme value theory

The purpose of this paper is to establish a general strong law of large numbers (SLLN) for arbitrary sequences of random variables (rv's) based on the squared indice method and to provide applications to SLLN of associated sequences. This SLLN is compared to those based on the Hájek-Rényi type inequality. Nontrivial examples are given. An interesting issue that is related to extreme value theory (EVT) is handled here.

preprint2015arXivOpen access
Harouna SangareGane Samb Lo
math.PR
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Open access2 authors1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
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Harouna SangareGane Samb Lo

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